ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 120-060 119-217 -0-163 -0.4% 119-105
High 120-082 119-217 -0-185 -0.5% 120-067
Low 119-202 119-130 -0-072 -0.2% 119-045
Close 119-210 119-157 -0-053 -0.1% 120-027
Range 0-200 0-087 -0-113 -56.5% 1-022
ATR 0-123 0-121 -0-003 -2.1% 0-000
Volume 16,855 6,753 -10,102 -59.9% 57,798
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 120-109 120-060 119-205
R3 120-022 119-293 119-181
R2 119-255 119-255 119-173
R1 119-206 119-206 119-165 119-187
PP 119-168 119-168 119-168 119-158
S1 119-119 119-119 119-149 119-100
S2 119-081 119-081 119-141
S3 118-314 119-032 119-133
S4 118-227 118-265 119-109
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
5 120-150 119-130 1-020 0.9% 0-120 0.3% 8% False True 16,287
10 120-150 119-045 1-105 1.1% 0-131 0.3% 26% False False 15,211
20 120-162 119-045 1-117 1.1% 0-107 0.3% 26% False False 289,272
40 120-162 119-015 1-147 1.2% 0-105 0.3% 30% False False 426,771
60 121-225 118-027 3-198 3.0% 0-122 0.3% 39% False False 610,048
80 121-225 117-210 4-015 3.4% 0-113 0.3% 45% False False 651,805
100 121-225 117-210 4-015 3.4% 0-108 0.3% 45% False False 534,961
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 0-025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-267
2.618 120-125
1.618 120-038
1.000 119-304
0.618 119-271
HIGH 119-217
0.618 119-184
0.500 119-174
0.382 119-163
LOW 119-130
0.618 119-076
1.000 119-043
1.618 118-309
2.618 118-222
4.250 118-080
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 119-174 119-300
PP 119-168 119-252
S1 119-162 119-205

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

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