ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 118-027 118-025 -0-002 0.0% 118-170
High 118-087 118-035 -0-052 -0.1% 118-230
Low 118-017 117-295 -0-042 -0.1% 117-295
Close 118-040 117-312 -0-048 -0.1% 117-312
Range 0-070 0-060 -0-010 -14.3% 0-255
ATR 0-086 0-084 -0-001 -1.7% 0-000
Volume 732,979 937,124 204,145 27.9% 3,849,731
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-181 118-146 118-025
R3 118-121 118-086 118-008
R2 118-061 118-061 118-003
R1 118-026 118-026 117-318 118-014
PP 118-001 118-001 118-001 117-314
S1 117-286 117-286 117-306 117-274
S2 117-261 117-261 117-301
S3 117-201 117-226 117-296
S4 117-141 117-166 117-279
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-191 120-026 118-132
R3 119-256 119-091 118-062
R2 119-001 119-001 118-039
R1 118-156 118-156 118-015 118-111
PP 118-066 118-066 118-066 118-043
S1 117-221 117-221 117-289 117-176
S2 117-131 117-131 117-265
S3 116-196 116-286 117-242
S4 115-261 116-031 117-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-230 117-295 0-255 0.7% 0-075 0.2% 7% False True 769,946
10 118-280 117-295 0-305 0.8% 0-093 0.2% 6% False True 776,203
20 119-120 117-295 1-145 1.2% 0-084 0.2% 4% False True 547,053
40 119-120 117-230 1-210 1.4% 0-078 0.2% 15% False False 275,493
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-290
2.618 118-192
1.618 118-132
1.000 118-095
0.618 118-072
HIGH 118-035
0.618 118-012
0.500 118-005
0.382 117-318
LOW 117-295
0.618 117-258
1.000 117-235
1.618 117-198
2.618 117-138
4.250 117-040
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 118-005 118-031
PP 118-001 118-018
S1 117-316 118-005

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

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