ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 17-Oct-2014
Day Change Summary
Previous Current
16-Oct-2014 17-Oct-2014 Change Change % Previous Week
Open 119-310 119-190 -0-120 -0.3% 119-060
High 120-170 119-200 -0-290 -0.8% 121-010
Low 119-190 119-140 -0-050 -0.1% 119-040
Close 119-220 119-150 -0-070 -0.2% 119-150
Range 0-300 0-060 -0-240 -80.0% 1-290
ATR 0-123 0-119 -0-003 -2.5% 0-000
Volume 3,508 4,185 677 19.3% 9,397
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 120-023 119-307 119-183
R3 119-283 119-247 119-166
R2 119-223 119-223 119-161
R1 119-187 119-187 119-156 119-175
PP 119-163 119-163 119-163 119-158
S1 119-127 119-127 119-144 119-115
S2 119-103 119-103 119-139
S3 119-043 119-067 119-134
S4 118-303 119-007 119-117
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 125-190 124-140 120-166
R3 123-220 122-170 119-318
R2 121-250 121-250 119-262
R1 120-200 120-200 119-206 121-065
PP 119-280 119-280 119-280 120-052
S1 118-230 118-230 119-094 119-095
S2 117-310 117-310 119-038
S3 116-020 116-260 118-302
S4 114-050 114-290 118-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-010 119-040 1-290 1.6% 0-144 0.4% 18% False False 1,879
10 121-010 117-280 3-050 2.6% 0-107 0.3% 50% False False 1,322
20 121-010 117-080 3-250 3.2% 0-054 0.1% 59% False False 673
40 121-010 117-000 4-010 3.4% 0-027 0.1% 61% False False 353
Crabel Price Patterns
NR True
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 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-135
2.618 120-037
1.618 119-297
1.000 119-260
0.618 119-237
HIGH 119-200
0.618 119-177
0.500 119-170
0.382 119-163
LOW 119-140
0.618 119-103
1.000 119-080
1.618 119-043
2.618 118-303
4.250 118-205
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 119-170 120-075
PP 119-163 119-313
S1 119-157 119-232

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

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