ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 119-160 119-220 0-060 0.2% 119-060
High 119-210 119-220 0-010 0.0% 121-010
Low 119-120 119-150 0-030 0.1% 119-040
Close 119-200 119-190 -0-010 0.0% 119-150
Range 0-090 0-070 -0-020 -22.2% 1-290
ATR 0-117 0-114 -0-003 -2.9% 0-000
Volume 1,735 5,226 3,491 201.2% 9,397
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 120-077 120-043 119-228
R3 120-007 119-293 119-209
R2 119-257 119-257 119-203
R1 119-223 119-223 119-196 119-205
PP 119-187 119-187 119-187 119-178
S1 119-153 119-153 119-184 119-135
S2 119-117 119-117 119-177
S3 119-047 119-083 119-171
S4 118-297 119-013 119-152
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
5 121-010 119-120 1-210 1.4% 0-172 0.4% 13% False False 3,026
10 121-010 118-050 2-280 2.4% 0-119 0.3% 50% False False 2,018
20 121-010 117-080 3-250 3.2% 0-062 0.2% 62% False False 1,018
40 121-010 117-000 4-010 3.4% 0-031 0.1% 64% False False 526
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 True
Stretch 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-198
2.618 120-083
1.618 120-013
1.000 119-290
0.618 119-263
HIGH 119-220
0.618 119-193
0.500 119-185
0.382 119-177
LOW 119-150
0.618 119-107
1.000 119-080
1.618 119-037
2.618 118-287
4.250 118-172
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 119-188 119-183
PP 119-187 119-177
S1 119-185 119-170

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

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