ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 119-180 119-107 -0-073 -0.2% 119-150
High 119-252 119-120 -0-132 -0.3% 119-192
Low 119-100 119-067 -0-033 -0.1% 119-015
Close 119-105 119-080 -0-025 -0.1% 119-182
Range 0-152 0-053 -0-099 -65.1% 0-177
ATR 0-130 0-124 -0-005 -4.2% 0-000
Volume 521,361 86,257 -435,104 -83.5% 3,058,049
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 119-248 119-217 119-109
R3 119-195 119-164 119-095
R2 119-142 119-142 119-090
R1 119-111 119-111 119-085 119-100
PP 119-089 119-089 119-089 119-084
S1 119-058 119-058 119-075 119-047
S2 119-036 119-036 119-070
S3 118-303 119-005 119-065
S4 118-250 118-272 119-051
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
5 119-252 119-015 0-237 0.6% 0-109 0.3% 27% False False 517,127
10 119-305 119-015 0-290 0.8% 0-114 0.3% 22% False False 588,649
20 121-225 119-015 2-210 2.2% 0-148 0.4% 8% False False 765,906
40 121-225 117-210 4-015 3.4% 0-131 0.3% 39% False False 808,863
60 121-225 117-210 4-015 3.4% 0-114 0.3% 39% False False 742,078
80 121-225 117-210 4-015 3.4% 0-105 0.3% 39% False False 557,764
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 True
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 120-025
2.618 119-259
1.618 119-206
1.000 119-173
0.618 119-153
HIGH 119-120
0.618 119-100
0.500 119-094
0.382 119-087
LOW 119-067
0.618 119-034
1.000 119-014
1.618 118-301
2.618 118-248
4.250 118-162
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 119-094 119-134
PP 119-089 119-116
S1 119-084 119-098

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

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