ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 117-090 117-130 0-040 0.1% 117-100
High 117-090 117-130 0-040 0.1% 117-140
Low 117-090 117-130 0-040 0.1% 117-000
Close 117-090 117-130 0-040 0.1% 117-030
Range
ATR 0-044 0-044 0-000 -0.7% 0-000
Volume 34 34 0 0.0% 170
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 117-130 117-130 117-130
R3 117-130 117-130 117-130
R2 117-130 117-130 117-130
R1 117-130 117-130 117-130 117-130
PP 117-130 117-130 117-130 117-130
S1 117-130 117-130 117-130 117-130
S2 117-130 117-130 117-130
S3 117-130 117-130 117-130
S4 117-130 117-130 117-130
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-157 118-073 117-107
R3 118-017 117-253 117-068
R2 117-197 117-197 117-056
R1 117-113 117-113 117-043 117-085
PP 117-057 117-057 117-057 117-042
S1 116-293 116-293 117-017 116-265
S2 116-237 116-237 117-004
S3 116-097 116-153 116-312
S4 115-277 116-013 116-273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-130 117-000 0-130 0.3% 0-000 0.0% 100% True False 34
10 117-140 117-000 0-140 0.4% 0-000 0.0% 93% False False 34
20 118-100 117-000 1-100 1.1% 0-000 0.0% 31% 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
4.250 117-130
2.618 117-130
1.618 117-130
1.000 117-130
0.618 117-130
HIGH 117-130
0.618 117-130
0.500 117-130
0.382 117-130
LOW 117-130
0.618 117-130
1.000 117-130
1.618 117-130
2.618 117-130
4.250 117-130
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 117-130 117-113
PP 117-130 117-097
S1 117-130 117-080

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

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