ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 118-230 118-140 -0-090 -0.2% 117-280
High 118-260 118-230 -0-030 -0.1% 118-260
Low 118-170 118-140 -0-030 -0.1% 117-280
Close 118-190 118-210 0-020 0.1% 118-210
Range 0-090 0-090 0-000 0.0% 0-300
ATR 0-067 0-069 0-002 2.4% 0-000
Volume 614 2,289 1,675 272.8% 3,829
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 119-143 119-107 118-260
R3 119-053 119-017 118-235
R2 118-283 118-283 118-226
R1 118-247 118-247 118-218 118-265
PP 118-193 118-193 118-193 118-202
S1 118-157 118-157 118-202 118-175
S2 118-103 118-103 118-194
S3 118-013 118-067 118-185
S4 117-243 117-297 118-160
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 121-083 120-287 119-055
R3 120-103 119-307 118-292
R2 119-123 119-123 118-265
R1 119-007 119-007 118-238 119-065
PP 118-143 118-143 118-143 118-172
S1 118-027 118-027 118-182 118-085
S2 117-163 117-163 118-155
S3 116-183 117-047 118-128
S4 115-203 116-067 118-045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-260 117-280 0-300 0.8% 0-070 0.2% 83% False False 765
10 118-260 117-130 1-130 1.2% 0-035 0.1% 89% False False 390
20 118-260 117-000 1-260 1.5% 0-018 0.0% 91% False False 212
40 118-260 117-000 1-260 1.5% 0-009 0.0% 91% False False 123
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 0-008
Fibonacci Retracements and Extensions
4.250 119-292
2.618 119-146
1.618 119-056
1.000 119-000
0.618 118-286
HIGH 118-230
0.618 118-196
0.500 118-185
0.382 118-174
LOW 118-140
0.618 118-084
1.000 118-050
1.618 117-314
2.618 117-224
4.250 117-078
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 118-202 118-192
PP 118-193 118-173
S1 118-185 118-155

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

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