ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 118-140 119-060 0-240 0.6% 117-280
High 118-230 119-060 0-150 0.4% 118-260
Low 118-140 119-040 0-220 0.6% 117-280
Close 118-210 119-040 0-150 0.4% 118-210
Range 0-090 0-020 -0-070 -77.8% 0-300
ATR 0-069 0-076 0-007 10.5% 0-000
Volume 2,289 453 -1,836 -80.2% 3,829
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 119-107 119-093 119-051
R3 119-087 119-073 119-046
R2 119-067 119-067 119-044
R1 119-053 119-053 119-042 119-050
PP 119-047 119-047 119-047 119-045
S1 119-033 119-033 119-038 119-030
S2 119-027 119-027 119-036
S3 119-007 119-013 119-034
S4 118-307 118-313 119-029
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
5 119-060 118-040 1-020 0.9% 0-074 0.2% 94% True False 856
10 119-060 117-130 1-250 1.5% 0-037 0.1% 96% True False 432
20 119-060 117-000 2-060 1.8% 0-018 0.0% 97% True False 233
40 119-060 117-000 2-060 1.8% 0-009 0.0% 97% True False 133
Crabel Price Patterns
NR True
NR4 True
NR5 True
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-145
2.618 119-112
1.618 119-092
1.000 119-080
0.618 119-072
HIGH 119-060
0.618 119-052
0.500 119-050
0.382 119-048
LOW 119-040
0.618 119-028
1.000 119-020
1.618 119-008
2.618 118-308
4.250 118-275
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 119-050 119-007
PP 119-047 118-293
S1 119-043 118-260

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

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