ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 117-280 118-040 0-080 0.2% 117-150
High 117-280 118-080 0-120 0.3% 117-290
Low 117-280 118-040 0-080 0.2% 117-130
Close 117-280 118-060 0-100 0.3% 117-200
Range 0-000 0-040 0-040 0-160
ATR 0-056 0-060 0-005 8.2% 0-000
Volume 2 2 0 0.0% 74
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 118-180 118-160 118-082
R3 118-140 118-120 118-071
R2 118-100 118-100 118-067
R1 118-080 118-080 118-064 118-090
PP 118-060 118-060 118-060 118-065
S1 118-040 118-040 118-056 118-050
S2 118-020 118-020 118-053
S3 117-300 118-000 118-049
S4 117-260 117-280 118-038
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 119-047 118-283 117-288
R3 118-207 118-123 117-244
R2 118-047 118-047 117-229
R1 117-283 117-283 117-215 118-005
PP 117-207 117-207 117-207 117-228
S1 117-123 117-123 117-185 117-165
S2 117-047 117-047 117-171
S3 116-207 116-283 117-156
S4 116-047 116-123 117-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-080 117-200 0-200 0.5% 0-008 0.0% 90% True False 2
10 118-080 117-080 1-000 0.8% 0-004 0.0% 94% True False 18
20 118-080 117-000 1-080 1.1% 0-002 0.0% 95% True False 26
40 118-200 117-000 1-200 1.4% 0-001 0.0% 73% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 118-250
2.618 118-185
1.618 118-145
1.000 118-120
0.618 118-105
HIGH 118-080
0.618 118-065
0.500 118-060
0.382 118-055
LOW 118-040
0.618 118-015
1.000 118-000
1.618 117-295
2.618 117-255
4.250 117-190
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 118-060 118-033
PP 118-060 118-007
S1 118-060 117-300

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

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