ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 118-000 118-042 0-042 0.1% 118-170
High 118-050 118-095 0-045 0.1% 118-230
Low 117-302 118-037 0-055 0.1% 117-295
Close 118-032 118-070 0-038 0.1% 117-312
Range 0-068 0-058 -0-010 -14.7% 0-255
ATR 0-083 0-082 -0-001 -1.7% 0-000
Volume 536,324 716,532 180,208 33.6% 3,849,731
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-241 118-214 118-102
R3 118-183 118-156 118-086
R2 118-125 118-125 118-081
R1 118-098 118-098 118-075 118-112
PP 118-067 118-067 118-067 118-074
S1 118-040 118-040 118-065 118-054
S2 118-009 118-009 118-059
S3 117-271 117-302 118-054
S4 117-213 117-244 118-038
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
5 118-095 117-295 0-120 0.3% 0-063 0.2% 79% True False 726,628
10 118-277 117-295 0-302 0.8% 0-091 0.2% 31% False False 759,306
20 119-040 117-295 1-065 1.0% 0-081 0.2% 25% False False 608,509
40 119-120 117-230 1-210 1.4% 0-080 0.2% 30% False False 306,664
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 119-022
2.618 118-247
1.618 118-189
1.000 118-153
0.618 118-131
HIGH 118-095
0.618 118-073
0.500 118-066
0.382 118-059
LOW 118-037
0.618 118-001
1.000 117-299
1.618 117-263
2.618 117-205
4.250 117-110
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 118-069 118-058
PP 118-067 118-047
S1 118-066 118-035

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

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