ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 119-222 120-000 0-098 0.3% 120-082
High 119-310 120-005 0-015 0.0% 120-162
Low 119-197 119-197 0-000 0.0% 119-097
Close 119-287 119-230 -0-057 -0.1% 119-110
Range 0-113 0-128 0-015 13.3% 1-065
ATR 0-110 0-111 0-001 1.2% 0-000
Volume 4,902 16,668 11,766 240.0% 266,305
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 120-315 120-240 119-300
R3 120-187 120-112 119-265
R2 120-059 120-059 119-253
R1 119-304 119-304 119-242 119-278
PP 119-251 119-251 119-251 119-237
S1 119-176 119-176 119-218 119-150
S2 119-123 119-123 119-207
S3 118-315 119-048 119-195
S4 118-187 118-240 119-160
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% 0-142 0.4% 61% False False 14,135
10 120-162 119-045 1-117 1.1% 0-116 0.3% 42% False False 48,282
20 120-162 119-045 1-117 1.1% 0-099 0.3% 42% False False 420,534
40 121-087 119-015 2-072 1.9% 0-111 0.3% 30% False False 537,776
60 121-225 117-210 4-015 3.4% 0-118 0.3% 51% False False 667,090
80 121-225 117-210 4-015 3.4% 0-111 0.3% 51% False False 666,576
100 121-225 117-210 4-015 3.4% 0-104 0.3% 51% False False 534,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-229
2.618 121-020
1.618 120-212
1.000 120-133
0.618 120-084
HIGH 120-005
0.618 119-276
0.500 119-261
0.382 119-246
LOW 119-197
0.618 119-118
1.000 119-069
1.618 118-310
2.618 118-182
4.250 117-293
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 119-261 119-238
PP 119-251 119-235
S1 119-240 119-232

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

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