ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 117-305 118-042 0-057 0.2% 118-000
High 118-057 118-087 0-030 0.1% 118-160
Low 117-300 118-042 0-062 0.2% 117-210
Close 118-042 118-082 0-040 0.1% 117-297
Range 0-077 0-045 -0-032 -41.6% 0-270
ATR 0-092 0-088 -0-003 -3.6% 0-000
Volume 609,917 600,747 -9,170 -1.5% 4,108,709
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-205 118-189 118-107
R3 118-160 118-144 118-094
R2 118-115 118-115 118-090
R1 118-099 118-099 118-086 118-107
PP 118-070 118-070 118-070 118-074
S1 118-054 118-054 118-078 118-062
S2 118-025 118-025 118-074
S3 117-300 118-009 118-070
S4 117-255 117-284 118-057
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-179 120-028 118-126
R3 119-229 119-078 118-051
R2 118-279 118-279 118-026
R1 118-128 118-128 118-002 118-068
PP 118-009 118-009 118-009 117-299
S1 117-178 117-178 117-272 117-118
S2 117-059 117-059 117-248
S3 116-109 116-228 117-223
S4 115-159 115-278 117-148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-160 117-210 0-270 0.7% 0-099 0.3% 71% False False 813,303
10 118-160 117-210 0-270 0.7% 0-081 0.2% 71% False False 769,966
20 118-280 117-210 1-070 1.0% 0-086 0.2% 49% False False 798,045
40 119-120 117-210 1-230 1.5% 0-087 0.2% 35% False False 407,992
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 25 trading days
Fibonacci Retracements and Extensions
4.250 118-278
2.618 118-205
1.618 118-160
1.000 118-132
0.618 118-115
HIGH 118-087
0.618 118-070
0.500 118-064
0.382 118-059
LOW 118-042
0.618 118-014
1.000 117-317
1.618 117-289
2.618 117-244
4.250 117-171
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 118-076 118-051
PP 118-070 118-020
S1 118-064 117-308

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

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