ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 09-Dec-2014
Day Change Summary
Previous Current
08-Dec-2014 09-Dec-2014 Change Change % Previous Week
Open 119-105 119-150 0-045 0.1% 120-082
High 119-160 119-252 0-092 0.2% 120-162
Low 119-045 119-150 0-105 0.3% 119-097
Close 119-132 119-197 0-065 0.2% 119-110
Range 0-115 0-102 -0-013 -11.3% 1-065
ATR 0-109 0-110 0-001 0.7% 0-000
Volume 18,380 11,060 -7,320 -39.8% 266,305
Daily Pivots for day following 09-Dec-2014
Classic Woodie Camarilla DeMark
R4 120-186 120-133 119-253
R3 120-084 120-031 119-225
R2 119-302 119-302 119-216
R1 119-249 119-249 119-206 119-276
PP 119-200 119-200 119-200 119-213
S1 119-147 119-147 119-188 119-174
S2 119-098 119-098 119-178
S3 118-316 119-045 119-169
S4 118-214 118-263 119-141
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 123-105 122-172 120-002
R3 122-040 121-107 119-216
R2 120-295 120-295 119-181
R1 120-042 120-042 119-145 119-296
PP 119-230 119-230 119-230 119-196
S1 118-297 118-297 119-075 118-231
S2 118-165 118-165 119-039
S3 117-100 117-232 119-004
S4 116-035 116-167 118-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-027 119-045 0-302 0.8% 0-119 0.3% 50% False False 20,454
10 120-162 119-045 1-117 1.1% 0-106 0.3% 35% False False 301,475
20 120-162 119-045 1-117 1.1% 0-094 0.2% 35% False False 443,757
40 121-225 119-015 2-210 2.2% 0-123 0.3% 21% False False 629,315
60 121-225 117-210 4-015 3.4% 0-119 0.3% 48% False False 697,666
80 121-225 117-210 4-015 3.4% 0-109 0.3% 48% False False 666,609
100 121-225 117-210 4-015 3.4% 0-103 0.3% 48% False False 534,151
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 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-046
2.618 120-199
1.618 120-097
1.000 120-034
0.618 119-315
HIGH 119-252
0.618 119-213
0.500 119-201
0.382 119-189
LOW 119-150
0.618 119-087
1.000 119-048
1.618 118-305
2.618 118-203
4.250 118-036
Fisher Pivots for day following 09-Dec-2014
Pivot 1 day 3 day
R1 119-201 119-197
PP 119-200 119-196
S1 119-198 119-196

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

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