ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 117-130 117-290 0-160 0.4% 117-090
High 117-130 117-290 0-160 0.4% 117-170
Low 117-130 117-290 0-160 0.4% 117-080
Close 117-130 117-290 0-160 0.4% 117-100
Range
ATR 0-047 0-055 0-008 17.1% 0-000
Volume 34 2 -32 -94.1% 170
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 117-290 117-290 117-290
R3 117-290 117-290 117-290
R2 117-290 117-290 117-290
R1 117-290 117-290 117-290 117-290
PP 117-290 117-290 117-290 117-290
S1 117-290 117-290 117-290 117-290
S2 117-290 117-290 117-290
S3 117-290 117-290 117-290
S4 117-290 117-290 117-290
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-067 118-013 117-150
R3 117-297 117-243 117-125
R2 117-207 117-207 117-116
R1 117-153 117-153 117-108 117-180
PP 117-117 117-117 117-117 117-130
S1 117-063 117-063 117-092 117-090
S2 117-027 117-027 117-084
S3 116-257 116-293 117-075
S4 116-167 116-203 117-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-290 117-100 0-190 0.5% 0-000 0.0% 100% True False 27
10 117-290 117-000 0-290 0.8% 0-000 0.0% 100% True False 30
20 117-290 117-000 0-290 0.8% 0-000 0.0% 100% True False 32
40 118-200 117-000 1-200 1.4% 0-000 0.0% 56% False False 33
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
4.250 117-290
2.618 117-290
1.618 117-290
1.000 117-290
0.618 117-290
HIGH 117-290
0.618 117-290
0.500 117-290
0.382 117-290
LOW 117-290
0.618 117-290
1.000 117-290
1.618 117-290
2.618 117-290
4.250 117-290
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 117-290 117-263
PP 117-290 117-237
S1 117-290 117-210

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

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