ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 119-280 119-167 -0-113 -0.3% 120-065
High 119-305 119-207 -0-098 -0.3% 120-182
Low 119-107 119-115 0-008 0.0% 119-257
Close 119-142 119-190 0-048 0.1% 119-300
Range 0-198 0-092 -0-106 -53.5% 0-245
ATR 0-143 0-139 -0-004 -2.5% 0-000
Volume 802,197 705,974 -96,223 -12.0% 3,210,715
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 120-127 120-090 119-241
R3 120-035 119-318 119-215
R2 119-263 119-263 119-207
R1 119-226 119-226 119-198 119-244
PP 119-171 119-171 119-171 119-180
S1 119-134 119-134 119-182 119-152
S2 119-079 119-079 119-173
S3 118-307 119-042 119-165
S4 118-215 118-270 119-139
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 122-128 121-299 120-115
R3 121-203 121-054 120-047
R2 120-278 120-278 120-025
R1 120-129 120-129 120-002 120-081
PP 120-033 120-033 120-033 120-009
S1 119-204 119-204 119-278 119-156
S2 119-108 119-108 119-255
S3 118-183 118-279 119-233
S4 117-258 118-034 119-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-050 119-107 0-263 0.7% 0-106 0.3% 32% False False 626,614
10 120-190 119-107 1-083 1.1% 0-120 0.3% 21% False False 669,880
20 121-225 118-102 3-123 2.8% 0-160 0.4% 38% False False 900,611
40 121-225 117-210 4-015 3.4% 0-127 0.3% 48% False False 850,960
60 121-225 117-210 4-015 3.4% 0-111 0.3% 48% False False 670,106
80 121-225 117-210 4-015 3.4% 0-097 0.3% 48% False False 503,180
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-278
2.618 120-128
1.618 120-036
1.000 119-299
0.618 119-264
HIGH 119-207
0.618 119-172
0.500 119-161
0.382 119-150
LOW 119-115
0.618 119-058
1.000 119-023
1.618 118-286
2.618 118-194
4.250 118-044
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 119-180 119-224
PP 119-171 119-212
S1 119-161 119-201

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

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