ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 119-210 119-232 0-022 0.1% 119-172
High 119-242 119-285 0-043 0.1% 119-242
Low 119-167 119-200 0-033 0.1% 119-105
Close 119-227 119-280 0-053 0.1% 119-207
Range 0-075 0-085 0-010 13.3% 0-137
ATR 0-104 0-103 -0-001 -1.3% 0-000
Volume 1,093,658 1,610,339 516,681 47.2% 3,251,233
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 120-190 120-160 120-007
R3 120-105 120-075 119-303
R2 120-020 120-020 119-296
R1 119-310 119-310 119-288 120-005
PP 119-255 119-255 119-255 119-262
S1 119-225 119-225 119-272 119-240
S2 119-170 119-170 119-264
S3 119-085 119-140 119-257
S4 119-000 119-055 119-233
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 120-276 120-218 119-282
R3 120-139 120-081 119-245
R2 120-002 120-002 119-232
R1 119-264 119-264 119-220 119-293
PP 119-185 119-185 119-185 119-199
S1 119-127 119-127 119-194 119-156
S2 119-048 119-048 119-182
S3 118-231 118-310 119-169
S4 118-094 118-173 119-132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-285 119-105 0-180 0.5% 0-082 0.2% 97% True False 1,006,060
10 119-285 119-077 0-208 0.5% 0-084 0.2% 98% True False 738,448
20 119-305 119-015 0-290 0.8% 0-099 0.3% 91% False False 663,549
40 121-225 118-092 3-133 2.8% 0-129 0.3% 46% False False 796,802
60 121-225 117-210 4-015 3.4% 0-116 0.3% 55% False False 788,868
80 121-225 117-210 4-015 3.4% 0-106 0.3% 55% False False 649,737
100 121-225 117-210 4-015 3.4% 0-096 0.2% 55% False False 520,174
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 False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-006
2.618 120-188
1.618 120-103
1.000 120-050
0.618 120-018
HIGH 119-285
0.618 119-253
0.500 119-242
0.382 119-232
LOW 119-200
0.618 119-147
1.000 119-115
1.618 119-062
2.618 118-297
4.250 118-159
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 119-268 119-258
PP 119-255 119-236
S1 119-242 119-214

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

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