ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 26-Nov-2014
Day Change Summary
Previous Current
25-Nov-2014 26-Nov-2014 Change Change % Previous Week
Open 119-232 119-275 0-043 0.1% 119-172
High 119-285 120-010 0-045 0.1% 119-242
Low 119-200 119-270 0-070 0.2% 119-105
Close 119-280 120-005 0-045 0.1% 119-207
Range 0-085 0-060 -0-025 -29.4% 0-137
ATR 0-103 0-100 -0-003 -3.0% 0-000
Volume 1,610,339 943,161 -667,178 -41.4% 3,251,233
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 120-168 120-147 120-038
R3 120-108 120-087 120-022
R2 120-048 120-048 120-016
R1 120-027 120-027 120-010 120-038
PP 119-308 119-308 119-308 119-314
S1 119-287 119-287 120-000 119-298
S2 119-248 119-248 119-314
S3 119-188 119-227 119-308
S4 119-128 119-167 119-292
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
5 120-010 119-135 0-195 0.5% 0-077 0.2% 97% True False 1,044,238
10 120-010 119-077 0-253 0.7% 0-081 0.2% 98% True False 792,786
20 120-010 119-015 0-315 0.8% 0-092 0.2% 98% True False 670,597
40 121-225 118-102 3-123 2.8% 0-126 0.3% 50% False False 792,852
60 121-225 117-210 4-015 3.4% 0-116 0.3% 58% False False 793,194
80 121-225 117-210 4-015 3.4% 0-106 0.3% 58% False False 661,478
100 121-225 117-210 4-015 3.4% 0-096 0.3% 58% False False 529,606
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-265
2.618 120-167
1.618 120-107
1.000 120-070
0.618 120-047
HIGH 120-010
0.618 119-307
0.500 119-300
0.382 119-293
LOW 119-270
0.618 119-233
1.000 119-210
1.618 119-173
2.618 119-113
4.250 119-015
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 119-317 119-300
PP 119-308 119-274
S1 119-300 119-248

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

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