ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 120-082 120-035 -0-047 -0.1% 119-210
High 120-162 120-035 -0-127 -0.3% 120-082
Low 120-017 119-262 -0-075 -0.2% 119-167
Close 120-050 119-270 -0-100 -0.3% 120-065
Range 0-145 0-093 -0-052 -35.9% 0-235
ATR 0-102 0-103 0-000 0.4% 0-000
Volume 116,514 76,961 -39,553 -33.9% 3,812,667
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 120-255 120-195 120-001
R3 120-162 120-102 119-296
R2 120-069 120-069 119-287
R1 120-009 120-009 119-279 119-312
PP 119-296 119-296 119-296 119-287
S1 119-236 119-236 119-261 119-220
S2 119-203 119-203 119-253
S3 119-110 119-143 119-244
S4 119-017 119-050 119-219
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
5 120-162 119-200 0-282 0.7% 0-094 0.2% 25% False False 582,496
10 120-162 119-105 1-057 1.0% 0-084 0.2% 44% False False 674,915
20 120-162 119-015 1-147 1.2% 0-092 0.2% 55% False False 589,406
40 121-225 118-220 3-005 2.5% 0-126 0.3% 38% False False 732,187
60 121-225 117-210 4-015 3.4% 0-114 0.3% 54% False False 758,655
80 121-225 117-210 4-015 3.4% 0-107 0.3% 54% False False 665,792
100 121-225 117-210 4-015 3.4% 0-098 0.3% 54% False False 533,160
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-110
2.618 120-278
1.618 120-185
1.000 120-128
0.618 120-092
HIGH 120-035
0.618 119-319
0.500 119-308
0.382 119-298
LOW 119-262
0.618 119-205
1.000 119-169
1.618 119-112
2.618 119-019
4.250 118-187
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 119-308 120-052
PP 119-296 120-018
S1 119-283 119-304

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

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