ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 118-040 118-100 0-060 0.2% 117-150
High 118-080 118-180 0-100 0.3% 117-290
Low 118-040 118-050 0-010 0.0% 117-130
Close 118-060 118-180 0-120 0.3% 117-200
Range 0-040 0-130 0-090 225.0% 0-160
ATR 0-060 0-065 0-005 8.3% 0-000
Volume 2 922 920 46,000.0% 74
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 119-207 119-163 118-252
R3 119-077 119-033 118-216
R2 118-267 118-267 118-204
R1 118-223 118-223 118-192 118-245
PP 118-137 118-137 118-137 118-148
S1 118-093 118-093 118-168 118-115
S2 118-007 118-007 118-156
S3 117-197 117-283 118-144
S4 117-067 117-153 118-108
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
5 118-180 117-200 0-300 0.8% 0-034 0.1% 100% True False 186
10 118-180 117-100 1-080 1.1% 0-017 0.0% 100% True False 106
20 118-180 117-000 1-180 1.3% 0-008 0.0% 100% True False 70
40 118-200 117-000 1-200 1.4% 0-004 0.0% 96% False False 52
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 0-005
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 120-092
2.618 119-200
1.618 119-070
1.000 118-310
0.618 118-260
HIGH 118-180
0.618 118-130
0.500 118-115
0.382 118-100
LOW 118-050
0.618 117-290
1.000 117-240
1.618 117-160
2.618 117-030
4.250 116-138
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 118-158 118-143
PP 118-137 118-107
S1 118-115 118-070

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

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