ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 120-012 120-082 0-070 0.2% 119-210
High 120-082 120-162 0-080 0.2% 120-082
Low 119-315 120-017 0-022 0.1% 119-167
Close 120-065 120-050 -0-015 0.0% 120-065
Range 0-087 0-145 0-058 66.7% 0-235
ATR 0-099 0-102 0-003 3.3% 0-000
Volume 165,509 116,514 -48,995 -29.6% 3,812,667
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 121-191 121-106 120-130
R3 121-046 120-281 120-090
R2 120-221 120-221 120-077
R1 120-136 120-136 120-063 120-106
PP 120-076 120-076 120-076 120-062
S1 119-311 119-311 120-037 119-281
S2 119-251 119-251 120-023
S3 119-106 119-166 120-010
S4 118-281 119-021 119-290
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
5 120-162 119-167 0-315 0.8% 0-090 0.2% 64% True False 785,836
10 120-162 119-105 1-057 1.0% 0-085 0.2% 70% True False 718,041
20 120-162 119-015 1-147 1.2% 0-093 0.2% 76% True False 613,766
40 121-225 118-150 3-075 2.7% 0-126 0.3% 52% False False 747,400
60 121-225 117-210 4-015 3.4% 0-114 0.3% 62% False False 767,780
80 121-225 117-210 4-015 3.4% 0-107 0.3% 62% False False 664,866
100 121-225 117-210 4-015 3.4% 0-097 0.3% 62% False False 532,397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 122-138
2.618 121-222
1.618 121-077
1.000 120-307
0.618 120-252
HIGH 120-162
0.618 120-107
0.500 120-090
0.382 120-072
LOW 120-017
0.618 119-247
1.000 119-192
1.618 119-102
2.618 118-277
4.250 118-041
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 120-090 120-056
PP 120-076 120-054
S1 120-063 120-052

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

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