ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 119-120 119-160 0-040 0.1% 119-060
High 119-140 119-160 0-020 0.1% 121-010
Low 119-100 119-020 -0-080 -0.2% 119-040
Close 119-130 119-050 -0-080 -0.2% 119-150
Range 0-040 0-140 0-100 250.0% 1-290
ATR 0-112 0-114 0-002 1.8% 0-000
Volume 1,987 1,643 -344 -17.3% 9,397
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 120-177 120-093 119-127
R3 120-037 119-273 119-088
R2 119-217 119-217 119-076
R1 119-133 119-133 119-063 119-105
PP 119-077 119-077 119-077 119-062
S1 118-313 118-313 119-037 118-285
S2 118-257 118-257 119-024
S3 118-117 118-173 119-012
S4 117-297 118-033 118-293
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
5 119-220 119-020 0-200 0.5% 0-080 0.2% 15% False True 2,955
10 121-010 118-140 2-190 2.2% 0-115 0.3% 28% False False 2,227
20 121-010 117-100 3-230 3.1% 0-070 0.2% 50% False False 1,196
40 121-010 117-000 4-010 3.4% 0-035 0.1% 53% False False 615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-115
2.618 120-207
1.618 120-067
1.000 119-300
0.618 119-247
HIGH 119-160
0.618 119-107
0.500 119-090
0.382 119-073
LOW 119-020
0.618 118-253
1.000 118-200
1.618 118-113
2.618 117-293
4.250 117-065
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 119-090 119-120
PP 119-077 119-097
S1 119-063 119-073

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

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