ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 119-110 119-050 -0-060 -0.2% 119-150
High 119-140 119-192 0-052 0.1% 119-192
Low 119-037 119-015 -0-022 -0.1% 119-015
Close 119-067 119-182 0-115 0.3% 119-182
Range 0-103 0-177 0-074 71.8% 0-177
ATR 0-124 0-128 0-004 3.0% 0-000
Volume 572,850 881,929 309,079 54.0% 3,058,049
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 121-021 120-278 119-279
R3 120-164 120-101 119-231
R2 119-307 119-307 119-214
R1 119-244 119-244 119-198 119-276
PP 119-130 119-130 119-130 119-145
S1 119-067 119-067 119-166 119-098
S2 118-273 118-273 119-150
S3 118-096 118-210 119-133
S4 117-239 118-033 119-085
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 121-021 120-278 119-279
R3 120-164 120-101 119-231
R2 119-307 119-307 119-214
R1 119-244 119-244 119-198 119-276
PP 119-130 119-130 119-130 119-145
S1 119-067 119-067 119-166 119-098
S2 118-273 118-273 119-150
S3 118-096 118-210 119-133
S4 117-239 118-033 119-085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-192 119-015 0-177 0.5% 0-106 0.3% 94% True True 611,609
10 120-025 119-015 1-010 0.9% 0-109 0.3% 51% False True 622,976
20 121-225 119-015 2-210 2.2% 0-152 0.4% 20% False True 803,206
40 121-225 117-210 4-015 3.4% 0-129 0.3% 47% False False 824,994
60 121-225 117-210 4-015 3.4% 0-114 0.3% 47% False False 732,347
80 121-225 117-210 4-015 3.4% 0-104 0.3% 47% False False 550,244
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-304
2.618 121-015
1.618 120-158
1.000 120-049
0.618 119-301
HIGH 119-192
0.618 119-124
0.500 119-104
0.382 119-083
LOW 119-015
0.618 118-226
1.000 118-158
1.618 118-049
2.618 117-192
4.250 116-223
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 119-156 119-156
PP 119-130 119-130
S1 119-104 119-104

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

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