ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 118-137 118-170 0-033 0.1% 118-255
High 118-277 118-230 -0-047 -0.1% 118-277
Low 118-095 118-125 0-030 0.1% 118-090
Close 118-182 118-135 -0-047 -0.1% 118-182
Range 0-182 0-105 -0-077 -42.3% 0-187
ATR 0-088 0-089 0-001 1.4% 0-000
Volume 959,612 624,439 -335,173 -34.9% 3,244,842
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 119-158 119-092 118-193
R3 119-053 118-307 118-164
R2 118-268 118-268 118-154
R1 118-202 118-202 118-145 118-182
PP 118-163 118-163 118-163 118-154
S1 118-097 118-097 118-125 118-078
S2 118-058 118-058 118-116
S3 117-273 117-312 118-106
S4 117-168 117-207 118-077
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-104 120-010 118-285
R3 119-237 119-143 118-233
R2 119-050 119-050 118-216
R1 118-276 118-276 118-199 118-230
PP 118-183 118-183 118-183 118-160
S1 118-089 118-089 118-165 118-042
S2 117-316 117-316 118-148
S3 117-129 117-222 118-131
S4 116-262 117-035 118-079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-277 118-090 0-187 0.5% 0-122 0.3% 24% False False 773,856
10 118-280 118-090 0-190 0.5% 0-087 0.2% 24% False False 753,020
20 119-120 118-090 1-030 0.9% 0-084 0.2% 13% False False 387,202
40 119-120 117-230 1-210 1.4% 0-074 0.2% 42% False False 194,918
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-036
2.618 119-185
1.618 119-080
1.000 119-015
0.618 118-295
HIGH 118-230
0.618 118-190
0.500 118-178
0.382 118-165
LOW 118-125
0.618 118-060
1.000 118-020
1.618 117-275
2.618 117-170
4.250 116-319
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 118-178 118-186
PP 118-163 118-169
S1 118-149 118-152

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

View Archives - Comment on this page... - Back to Index of Symbols