ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 118-060 117-282 -0-098 -0.3% 118-170
High 118-160 117-300 -0-180 -0.5% 118-230
Low 117-287 117-220 -0-067 -0.2% 117-295
Close 118-017 117-270 -0-067 -0.2% 117-312
Range 0-193 0-080 -0-113 -58.5% 0-255
ATR 0-090 0-092 0-002 2.2% 0-000
Volume 1,139,579 993,257 -146,322 -12.8% 3,849,731
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-183 118-147 117-314
R3 118-103 118-067 117-292
R2 118-023 118-023 117-285
R1 117-307 117-307 117-277 117-285
PP 117-263 117-263 117-263 117-252
S1 117-227 117-227 117-263 117-205
S2 117-183 117-183 117-255
S3 117-103 117-147 117-248
S4 117-023 117-067 117-226
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
5 118-160 117-220 0-260 0.7% 0-092 0.2% 19% False True 864,563
10 118-277 117-220 1-057 1.0% 0-095 0.3% 13% False True 819,503
20 118-280 117-220 1-060 1.0% 0-086 0.2% 13% False True 714,190
40 119-120 117-220 1-220 1.4% 0-085 0.2% 9% False True 359,812
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-000
2.618 118-189
1.618 118-109
1.000 118-060
0.618 118-029
HIGH 117-300
0.618 117-269
0.500 117-260
0.382 117-251
LOW 117-220
0.618 117-171
1.000 117-140
1.618 117-091
2.618 117-011
4.250 116-200
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 117-267 118-030
PP 117-263 118-003
S1 117-260 117-297

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

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