ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 119-090 119-097 0-007 0.0% 119-150
High 119-165 119-155 -0-010 0.0% 119-192
Low 119-077 119-082 0-005 0.0% 119-015
Close 119-115 119-150 0-035 0.1% 119-182
Range 0-088 0-073 -0-015 -17.0% 0-177
ATR 0-122 0-118 -0-003 -2.9% 0-000
Volume 399,783 469,279 69,496 17.4% 3,058,049
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 120-028 120-002 119-190
R3 119-275 119-249 119-170
R2 119-202 119-202 119-163
R1 119-176 119-176 119-157 119-189
PP 119-129 119-129 119-129 119-136
S1 119-103 119-103 119-143 119-116
S2 119-056 119-056 119-137
S3 118-303 119-030 119-130
S4 118-230 118-277 119-110
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% 57% False False 471,721
10 119-252 119-015 0-237 0.6% 0-101 0.3% 57% False False 524,739
20 120-190 119-015 1-175 1.3% 0-111 0.3% 27% False False 597,309
40 121-225 117-210 4-015 3.4% 0-128 0.3% 45% False False 777,269
60 121-225 117-210 4-015 3.4% 0-114 0.3% 45% False False 756,242
80 121-225 117-210 4-015 3.4% 0-106 0.3% 45% False False 568,541
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-145
2.618 120-026
1.618 119-273
1.000 119-228
0.618 119-200
HIGH 119-155
0.618 119-127
0.500 119-118
0.382 119-110
LOW 119-082
0.618 119-037
1.000 119-009
1.618 118-284
2.618 118-211
4.250 118-092
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 119-140 119-139
PP 119-129 119-127
S1 119-118 119-116

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

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