ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 04-Dec-2014
Day Change Summary
Previous Current
03-Dec-2014 04-Dec-2014 Change Change % Previous Week
Open 119-267 119-250 -0-017 0.0% 119-210
High 119-280 119-295 0-015 0.0% 120-082
Low 119-225 119-222 -0-003 0.0% 119-167
Close 119-242 119-277 0-035 0.1% 120-065
Range 0-055 0-073 0-018 32.7% 0-235
ATR 0-099 0-097 -0-002 -1.9% 0-000
Volume 26,018 27,144 1,126 4.3% 3,812,667
Daily Pivots for day following 04-Dec-2014
Classic Woodie Camarilla DeMark
R4 120-164 120-133 119-317
R3 120-091 120-060 119-297
R2 120-018 120-018 119-290
R1 119-307 119-307 119-284 120-002
PP 119-265 119-265 119-265 119-272
S1 119-234 119-234 119-270 119-250
S2 119-192 119-192 119-264
S3 119-119 119-161 119-257
S4 119-046 119-088 119-237
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
5 120-162 119-222 0-260 0.7% 0-091 0.2% 21% False True 82,429
10 120-162 119-135 1-027 0.9% 0-084 0.2% 41% False False 563,333
20 120-162 119-015 1-147 1.2% 0-092 0.2% 56% False False 540,109
40 121-225 119-015 2-210 2.2% 0-121 0.3% 31% False False 684,885
60 121-225 117-210 4-015 3.4% 0-114 0.3% 55% False False 733,621
80 121-225 117-210 4-015 3.4% 0-107 0.3% 55% False False 666,276
100 121-225 117-210 4-015 3.4% 0-099 0.3% 55% False False 533,686
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-285
2.618 120-166
1.618 120-093
1.000 120-048
0.618 120-020
HIGH 119-295
0.618 119-267
0.500 119-258
0.382 119-250
LOW 119-222
0.618 119-177
1.000 119-149
1.618 119-104
2.618 119-031
4.250 118-232
Fisher Pivots for day following 04-Dec-2014
Pivot 1 day 3 day
R1 119-271 119-288
PP 119-265 119-285
S1 119-258 119-281

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

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