ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 119-275 120-012 0-057 0.1% 119-210
High 120-010 120-082 0-072 0.2% 120-082
Low 119-270 119-315 0-045 0.1% 119-167
Close 120-005 120-065 0-060 0.2% 120-065
Range 0-060 0-087 0-027 45.0% 0-235
ATR 0-100 0-099 -0-001 -0.9% 0-000
Volume 943,161 165,509 -777,652 -82.5% 3,812,667
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 120-308 120-274 120-113
R3 120-221 120-187 120-089
R2 120-134 120-134 120-081
R1 120-100 120-100 120-073 120-117
PP 120-047 120-047 120-047 120-056
S1 120-013 120-013 120-057 120-030
S2 119-280 119-280 120-049
S3 119-193 119-246 120-041
S4 119-106 119-159 120-017
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 122-063 121-299 120-194
R3 121-148 121-064 120-130
R2 120-233 120-233 120-108
R1 120-149 120-149 120-087 120-191
PP 119-318 119-318 119-318 120-019
S1 119-234 119-234 120-043 119-276
S2 119-083 119-083 120-022
S3 118-168 118-319 120-000
S4 117-253 118-084 119-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-082 119-142 0-260 0.7% 0-076 0.2% 93% True False 895,699
10 120-082 119-077 1-005 0.8% 0-082 0.2% 95% True False 762,409
20 120-082 119-015 1-067 1.0% 0-092 0.2% 96% True False 643,574
40 121-225 118-102 3-123 2.8% 0-126 0.3% 56% False False 772,092
60 121-225 117-210 4-015 3.4% 0-115 0.3% 63% False False 781,831
80 121-225 117-210 4-015 3.4% 0-107 0.3% 63% False False 663,473
100 121-225 117-210 4-015 3.4% 0-096 0.3% 63% False False 531,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-132
2.618 120-310
1.618 120-223
1.000 120-169
0.618 120-136
HIGH 120-082
0.618 120-049
0.500 120-038
0.382 120-028
LOW 119-315
0.618 119-261
1.000 119-228
1.618 119-174
2.618 119-087
4.250 118-265
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 120-056 120-037
PP 120-047 120-009
S1 120-038 119-301

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

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