ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 119-182 119-135 -0-047 -0.1% 119-180
High 119-190 119-227 0-037 0.1% 119-252
Low 119-105 119-135 0-030 0.1% 119-067
Close 119-145 119-180 0-035 0.1% 119-182
Range 0-085 0-092 0-007 8.2% 0-185
ATR 0-111 0-109 -0-001 -1.2% 0-000
Volume 752,271 908,200 155,929 20.7% 2,036,874
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 120-137 120-090 119-231
R3 120-045 119-318 119-205
R2 119-273 119-273 119-197
R1 119-226 119-226 119-188 119-250
PP 119-181 119-181 119-181 119-192
S1 119-134 119-134 119-172 119-158
S2 119-089 119-089 119-163
S3 118-317 119-042 119-155
S4 118-225 118-270 119-129
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% 0-089 0.2% 62% False False 629,119
10 119-252 119-015 0-237 0.6% 0-099 0.3% 70% False False 550,420
20 120-050 119-015 1-035 0.9% 0-099 0.3% 46% False False 576,302
40 121-225 118-030 3-195 3.0% 0-129 0.3% 41% False False 773,694
60 121-225 117-210 4-015 3.4% 0-116 0.3% 47% False False 768,272
80 121-225 117-210 4-015 3.4% 0-108 0.3% 47% False False 607,728
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 0-024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-298
2.618 120-148
1.618 120-056
1.000 119-319
0.618 119-284
HIGH 119-227
0.618 119-192
0.500 119-181
0.382 119-170
LOW 119-135
0.618 119-078
1.000 119-043
1.618 118-306
2.618 118-214
4.250 118-064
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 119-181 119-175
PP 119-181 119-171
S1 119-180 119-166

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

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