ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 119-097 119-155 0-058 0.2% 119-180
High 119-155 119-197 0-042 0.1% 119-252
Low 119-082 119-077 -0-005 0.0% 119-067
Close 119-150 119-182 0-032 0.1% 119-182
Range 0-073 0-120 0-047 64.4% 0-185
ATR 0-118 0-118 0-000 0.1% 0-000
Volume 469,279 560,194 90,915 19.4% 2,036,874
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 120-192 120-147 119-248
R3 120-072 120-027 119-215
R2 119-272 119-272 119-204
R1 119-227 119-227 119-193 119-250
PP 119-152 119-152 119-152 119-163
S1 119-107 119-107 119-171 119-130
S2 119-032 119-032 119-160
S3 118-232 118-307 119-149
S4 118-112 118-187 119-116
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 121-082 120-317 119-284
R3 120-217 120-132 119-233
R2 120-032 120-032 119-216
R1 119-267 119-267 119-199 119-310
PP 119-167 119-167 119-167 119-188
S1 119-082 119-082 119-165 119-124
S2 118-302 118-302 119-148
S3 118-117 118-217 119-131
S4 117-252 118-032 119-080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-252 119-067 0-185 0.5% 0-097 0.3% 62% False False 407,374
10 119-252 119-015 0-237 0.6% 0-102 0.3% 70% False False 509,492
20 120-182 119-015 1-167 1.3% 0-109 0.3% 34% False False 573,867
40 121-225 117-300 3-245 3.1% 0-129 0.3% 43% False False 773,198
60 121-225 117-210 4-015 3.4% 0-115 0.3% 47% False False 764,127
80 121-225 117-210 4-015 3.4% 0-107 0.3% 47% False False 575,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-067
2.618 120-191
1.618 120-071
1.000 119-317
0.618 119-271
HIGH 119-197
0.618 119-151
0.500 119-137
0.382 119-123
LOW 119-077
0.618 119-003
1.000 118-277
1.618 118-203
2.618 118-083
4.250 117-207
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 119-167 119-167
PP 119-152 119-152
S1 119-137 119-137

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

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