ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 120-000 120-002 0-002 0.0% 119-105
High 120-005 120-067 0-062 0.2% 120-067
Low 119-197 119-290 0-093 0.2% 119-045
Close 119-230 120-027 0-117 0.3% 120-027
Range 0-128 0-097 -0-031 -24.2% 1-022
ATR 0-111 0-114 0-003 2.9% 0-000
Volume 16,668 6,788 -9,880 -59.3% 57,798
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 120-312 120-267 120-080
R3 120-215 120-170 120-054
R2 120-118 120-118 120-045
R1 120-073 120-073 120-036 120-096
PP 120-021 120-021 120-021 120-033
S1 119-296 119-296 120-018 119-318
S2 119-244 119-244 120-009
S3 119-147 119-199 120-000
S4 119-050 119-102 119-294
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 123-006 122-198 120-215
R3 121-304 121-176 120-121
R2 120-282 120-282 120-090
R1 120-154 120-154 120-058 120-218
PP 119-260 119-260 119-260 119-292
S1 119-132 119-132 119-316 119-196
S2 118-238 118-238 119-284
S3 117-216 118-110 119-253
S4 116-194 117-088 119-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-067 119-045 1-022 0.9% 0-111 0.3% 88% True False 11,559
10 120-162 119-045 1-117 1.1% 0-117 0.3% 69% False False 32,410
20 120-162 119-045 1-117 1.1% 0-100 0.3% 69% False False 397,409
40 120-190 119-015 1-175 1.3% 0-105 0.3% 67% False False 497,359
60 121-225 117-210 4-015 3.4% 0-119 0.3% 60% False False 650,649
80 121-225 117-210 4-015 3.4% 0-111 0.3% 60% False False 666,534
100 121-225 117-210 4-015 3.4% 0-105 0.3% 60% False False 534,314
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-159
2.618 121-001
1.618 120-224
1.000 120-164
0.618 120-127
HIGH 120-067
0.618 120-030
0.500 120-018
0.382 120-007
LOW 119-290
0.618 119-230
1.000 119-193
1.618 119-133
2.618 119-036
4.250 118-198
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 120-024 120-009
PP 120-021 119-310
S1 120-018 119-292

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

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