ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 118-170 118-117 -0-053 -0.1% 118-255
High 118-230 118-125 -0-105 -0.3% 118-277
Low 118-125 118-047 -0-078 -0.2% 118-090
Close 118-135 118-065 -0-070 -0.2% 118-182
Range 0-105 0-078 -0-027 -25.7% 0-187
ATR 0-089 0-089 0-000 -0.1% 0-000
Volume 624,439 845,004 220,565 35.3% 3,244,842
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-313 118-267 118-108
R3 118-235 118-189 118-086
R2 118-157 118-157 118-079
R1 118-111 118-111 118-072 118-095
PP 118-079 118-079 118-079 118-071
S1 118-033 118-033 118-058 118-017
S2 118-001 118-001 118-051
S3 117-243 117-275 118-044
S4 117-165 117-197 118-022
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
5 118-277 118-047 0-230 0.6% 0-119 0.3% 8% False True 791,984
10 118-280 118-047 0-233 0.6% 0-090 0.2% 8% False True 826,125
20 119-120 118-047 1-073 1.0% 0-085 0.2% 5% False True 428,945
40 119-120 117-230 1-210 1.4% 0-076 0.2% 29% False False 216,038
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-136
2.618 119-009
1.618 118-251
1.000 118-203
0.618 118-173
HIGH 118-125
0.618 118-095
0.500 118-086
0.382 118-077
LOW 118-047
0.618 117-319
1.000 117-289
1.618 117-241
2.618 117-163
4.250 117-036
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 118-086 118-162
PP 118-079 118-130
S1 118-072 118-097

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

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