ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 118-227 118-262 0-035 0.1% 118-170
High 118-275 118-280 0-005 0.0% 118-280
Low 118-220 118-230 0-010 0.0% 118-140
Close 118-257 118-267 0-010 0.0% 118-267
Range 0-055 0-050 -0-005 -9.1% 0-140
ATR 0-075 0-074 -0-002 -2.4% 0-000
Volume 712,267 667,459 -44,808 -6.3% 3,660,927
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 119-089 119-068 118-294
R3 119-039 119-018 118-281
R2 118-309 118-309 118-276
R1 118-288 118-288 118-272 118-298
PP 118-259 118-259 118-259 118-264
S1 118-238 118-238 118-262 118-248
S2 118-209 118-209 118-258
S3 118-159 118-188 118-253
S4 118-109 118-138 118-240
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-009 119-278 119-024
R3 119-189 119-138 118-306
R2 119-049 119-049 118-293
R1 118-318 118-318 118-280 119-024
PP 118-229 118-229 118-229 118-242
S1 118-178 118-178 118-254 118-204
S2 118-089 118-089 118-241
S3 117-269 118-038 118-228
S4 117-129 117-218 118-190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-280 118-140 0-140 0.4% 0-052 0.1% 91% True False 732,185
10 119-040 118-130 0-230 0.6% 0-066 0.2% 60% False False 383,788
20 119-120 118-100 1-020 0.9% 0-074 0.2% 49% False False 194,747
40 119-120 117-230 1-210 1.4% 0-063 0.2% 67% False False 98,275
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-172
2.618 119-091
1.618 119-041
1.000 119-010
0.618 118-311
HIGH 118-280
0.618 118-261
0.500 118-255
0.382 118-249
LOW 118-230
0.618 118-199
1.000 118-180
1.618 118-149
2.618 118-099
4.250 118-018
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 118-263 118-254
PP 118-259 118-241
S1 118-255 118-228

These figures are updated between 7pm and 10pm EST after a trading day.

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