ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 119-172 119-160 -0-012 0.0% 119-180
High 119-242 119-200 -0-042 -0.1% 119-252
Low 119-140 119-155 0-015 0.0% 119-067
Close 119-150 119-182 0-032 0.1% 119-182
Range 0-102 0-045 -0-057 -55.9% 0-185
ATR 0-117 0-112 -0-005 -4.1% 0-000
Volume 508,224 416,706 -91,518 -18.0% 2,036,874
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 119-314 119-293 119-207
R3 119-269 119-248 119-194
R2 119-224 119-224 119-190
R1 119-203 119-203 119-186 119-214
PP 119-179 119-179 119-179 119-184
S1 119-158 119-158 119-178 119-168
S2 119-134 119-134 119-174
S3 119-089 119-113 119-170
S4 119-044 119-068 119-157
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
5 119-242 119-077 0-165 0.4% 0-086 0.2% 64% False False 470,837
10 119-252 119-015 0-237 0.6% 0-097 0.3% 70% False False 493,982
20 120-127 119-015 1-112 1.1% 0-104 0.3% 39% False False 557,870
40 121-225 118-025 3-200 3.0% 0-129 0.3% 41% False False 766,055
60 121-225 117-210 4-015 3.4% 0-115 0.3% 47% False False 776,718
80 121-225 117-210 4-015 3.4% 0-108 0.3% 47% False False 587,023
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 120-071
2.618 119-318
1.618 119-273
1.000 119-245
0.618 119-228
HIGH 119-200
0.618 119-183
0.500 119-178
0.382 119-172
LOW 119-155
0.618 119-127
1.000 119-110
1.618 119-082
2.618 119-037
4.250 118-284
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 119-180 119-174
PP 119-179 119-167
S1 119-178 119-160

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

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