ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 118-262 118-255 -0-007 0.0% 118-170
High 118-280 118-262 -0-018 0.0% 118-280
Low 118-230 118-167 -0-063 -0.2% 118-140
Close 118-267 118-170 -0-097 -0.3% 118-267
Range 0-050 0-095 0-045 90.0% 0-140
ATR 0-074 0-075 0-002 2.6% 0-000
Volume 667,459 754,361 86,902 13.0% 3,660,927
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 119-165 119-102 118-222
R3 119-070 119-007 118-196
R2 118-295 118-295 118-187
R1 118-232 118-232 118-179 118-216
PP 118-200 118-200 118-200 118-192
S1 118-137 118-137 118-161 118-121
S2 118-105 118-105 118-153
S3 118-010 118-042 118-144
S4 117-235 117-267 118-118
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
5 118-280 118-157 0-123 0.3% 0-061 0.2% 11% False False 860,266
10 119-040 118-130 0-230 0.6% 0-072 0.2% 17% False False 457,711
20 119-120 118-100 1-020 0.9% 0-075 0.2% 21% False False 232,346
40 119-120 117-230 1-210 1.4% 0-065 0.2% 49% False False 117,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-026
2.618 119-191
1.618 119-096
1.000 119-037
0.618 119-001
HIGH 118-262
0.618 118-226
0.500 118-214
0.382 118-203
LOW 118-167
0.618 118-108
1.000 118-072
1.618 118-013
2.618 117-238
4.250 117-083
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 118-214 118-224
PP 118-200 118-206
S1 118-185 118-188

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

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