ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 118-080 118-032 -0-048 -0.1% 118-000
High 118-085 118-137 0-052 0.1% 118-160
Low 118-025 118-027 0-002 0.0% 117-210
Close 118-030 118-120 0-090 0.2% 117-297
Range 0-060 0-110 0-050 83.3% 0-270
ATR 0-086 0-088 0-002 2.0% 0-000
Volume 577,027 777,894 200,867 34.8% 4,108,709
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 119-105 119-062 118-180
R3 118-315 118-272 118-150
R2 118-205 118-205 118-140
R1 118-162 118-162 118-130 118-184
PP 118-095 118-095 118-095 118-105
S1 118-052 118-052 118-110 118-074
S2 117-305 117-305 118-100
S3 117-195 117-262 118-090
S4 117-085 117-152 118-060
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
5 118-137 117-210 0-247 0.7% 0-079 0.2% 93% True False 657,720
10 118-160 117-210 0-270 0.7% 0-085 0.2% 85% False False 761,141
20 118-280 117-210 1-070 1.0% 0-089 0.2% 59% False False 757,429
40 119-120 117-210 1-230 1.5% 0-086 0.2% 42% False False 441,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-284
2.618 119-105
1.618 118-315
1.000 118-247
0.618 118-205
HIGH 118-137
0.618 118-095
0.500 118-082
0.382 118-069
LOW 118-027
0.618 117-279
1.000 117-237
1.618 117-169
2.618 117-059
4.250 116-200
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 118-107 118-107
PP 118-095 118-094
S1 118-082 118-081

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

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