ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 118-042 118-080 0-038 0.1% 118-000
High 118-087 118-085 -0-002 0.0% 118-160
Low 118-042 118-025 -0-017 0.0% 117-210
Close 118-082 118-030 -0-052 -0.1% 117-297
Range 0-045 0-060 0-015 33.3% 0-270
ATR 0-088 0-086 -0-002 -2.3% 0-000
Volume 600,747 577,027 -23,720 -3.9% 4,108,709
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-227 118-188 118-063
R3 118-167 118-128 118-046
R2 118-107 118-107 118-041
R1 118-068 118-068 118-036 118-058
PP 118-047 118-047 118-047 118-041
S1 118-008 118-008 118-024 117-318
S2 117-307 117-307 118-019
S3 117-247 117-268 118-014
S4 117-187 117-208 117-317
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
5 118-087 117-210 0-197 0.5% 0-073 0.2% 71% False False 700,793
10 118-160 117-210 0-270 0.7% 0-081 0.2% 52% False False 756,650
20 118-280 117-210 1-070 1.0% 0-086 0.2% 36% False False 777,077
40 119-120 117-210 1-230 1.5% 0-087 0.2% 25% False False 422,329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-020
2.618 118-242
1.618 118-182
1.000 118-145
0.618 118-122
HIGH 118-085
0.618 118-062
0.500 118-055
0.382 118-048
LOW 118-025
0.618 117-308
1.000 117-285
1.618 117-248
2.618 117-188
4.250 117-090
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 118-055 118-034
PP 118-047 118-032
S1 118-038 118-031

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

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