ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 119-160 119-182 0-022 0.1% 119-180
High 119-200 119-190 -0-010 0.0% 119-252
Low 119-155 119-105 -0-050 -0.1% 119-067
Close 119-182 119-145 -0-037 -0.1% 119-182
Range 0-045 0-085 0-040 88.9% 0-185
ATR 0-112 0-111 -0-002 -1.7% 0-000
Volume 416,706 752,271 335,565 80.5% 2,036,874
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 120-082 120-038 119-192
R3 119-317 119-273 119-168
R2 119-232 119-232 119-161
R1 119-188 119-188 119-153 119-168
PP 119-147 119-147 119-147 119-136
S1 119-103 119-103 119-137 119-082
S2 119-062 119-062 119-129
S3 118-297 119-018 119-122
S4 118-212 118-253 119-098
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% 0-085 0.2% 41% False False 541,334
10 119-252 119-015 0-237 0.6% 0-100 0.3% 55% False False 516,885
20 120-097 119-015 1-082 1.1% 0-102 0.3% 32% False False 564,269
40 121-225 118-027 3-198 3.0% 0-130 0.3% 38% False False 770,436
60 121-225 117-210 4-015 3.4% 0-115 0.3% 44% False False 772,650
80 121-225 117-210 4-015 3.4% 0-108 0.3% 44% False False 596,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-231
2.618 120-093
1.618 120-008
1.000 119-275
0.618 119-243
HIGH 119-190
0.618 119-158
0.500 119-148
0.382 119-137
LOW 119-105
0.618 119-052
1.000 119-020
1.618 118-287
2.618 118-202
4.250 118-064
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 119-148 119-174
PP 119-147 119-164
S1 119-146 119-154

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

View Archives - Comment on this page... - Back to Index of Symbols