ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 120-035 119-267 -0-088 -0.2% 119-210
High 120-035 119-280 -0-075 -0.2% 120-082
Low 119-262 119-225 -0-037 -0.1% 119-167
Close 119-270 119-242 -0-028 -0.1% 120-065
Range 0-093 0-055 -0-038 -40.9% 0-235
ATR 0-103 0-099 -0-003 -3.3% 0-000
Volume 76,961 26,018 -50,943 -66.2% 3,812,667
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 120-094 120-063 119-272
R3 120-039 120-008 119-257
R2 119-304 119-304 119-252
R1 119-273 119-273 119-247 119-261
PP 119-249 119-249 119-249 119-243
S1 119-218 119-218 119-237 119-206
S2 119-194 119-194 119-232
S3 119-139 119-163 119-227
S4 119-084 119-108 119-212
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
5 120-162 119-225 0-257 0.7% 0-088 0.2% 7% False True 265,632
10 120-162 119-105 1-057 1.0% 0-085 0.2% 36% False False 635,846
20 120-162 119-015 1-147 1.2% 0-091 0.2% 49% False False 564,914
40 121-225 118-297 2-248 2.3% 0-124 0.3% 30% False False 713,276
60 121-225 117-210 4-015 3.4% 0-114 0.3% 52% False False 745,005
80 121-225 117-210 4-015 3.4% 0-107 0.3% 52% False False 665,990
100 121-225 117-210 4-015 3.4% 0-099 0.3% 52% False False 533,418
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 120-194
2.618 120-104
1.618 120-049
1.000 120-015
0.618 119-314
HIGH 119-280
0.618 119-259
0.500 119-252
0.382 119-246
LOW 119-225
0.618 119-191
1.000 119-170
1.618 119-136
2.618 119-081
4.250 118-311
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 119-252 120-034
PP 119-249 119-316
S1 119-246 119-279

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

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