ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 117-100 117-140 0-040 0.1% 117-210
High 117-100 117-140 0-040 0.1% 117-210
Low 117-100 117-140 0-040 0.1% 117-070
Close 117-100 117-140 0-040 0.1% 117-070
Range
ATR 0-040 0-040 0-000 0.1% 0-000
Volume 34 34 0 0.0% 170
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 117-140 117-140 117-140
R3 117-140 117-140 117-140
R2 117-140 117-140 117-140
R1 117-140 117-140 117-140 117-140
PP 117-140 117-140 117-140 117-140
S1 117-140 117-140 117-140 117-140
S2 117-140 117-140 117-140
S3 117-140 117-140 117-140
S4 117-140 117-140 117-140
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-217 118-123 117-147
R3 118-077 117-303 117-108
R2 117-257 117-257 117-096
R1 117-163 117-163 117-083 117-140
PP 117-117 117-117 117-117 117-105
S1 117-023 117-023 117-057 117-000
S2 116-297 116-297 117-044
S3 116-157 116-203 117-032
S4 116-017 116-063 116-313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-140 117-070 0-070 0.2% 0-000 0.0% 100% True False 34
10 118-000 117-070 0-250 0.7% 0-000 0.0% 28% False False 34
20 118-140 117-070 1-070 1.0% 0-000 0.0% 18% False False 34
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 117-140
2.618 117-140
1.618 117-140
1.000 117-140
0.618 117-140
HIGH 117-140
0.618 117-140
0.500 117-140
0.382 117-140
LOW 117-140
0.618 117-140
1.000 117-140
1.618 117-140
2.618 117-140
4.250 117-140
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 117-140 117-128
PP 117-140 117-117
S1 117-140 117-105

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

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