ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 119-130 119-030 -0-100 -0.3% 119-160
High 119-130 119-090 -0-040 -0.1% 119-220
Low 119-050 119-030 -0-020 -0.1% 119-020
Close 119-060 119-090 0-030 0.1% 119-060
Range 0-080 0-060 -0-020 -25.0% 0-200
ATR 0-112 0-108 -0-004 -3.3% 0-000
Volume 847 4,081 3,234 381.8% 11,438
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 119-250 119-230 119-123
R3 119-190 119-170 119-106
R2 119-130 119-130 119-101
R1 119-110 119-110 119-096 119-120
PP 119-070 119-070 119-070 119-075
S1 119-050 119-050 119-084 119-060
S2 119-010 119-010 119-079
S3 118-270 118-310 119-074
S4 118-210 118-250 119-057
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 121-060 120-260 119-170
R3 120-180 120-060 119-115
R2 119-300 119-300 119-097
R1 119-180 119-180 119-078 119-140
PP 119-100 119-100 119-100 119-080
S1 118-300 118-300 119-042 118-260
S2 118-220 118-220 119-023
S3 118-020 118-100 119-005
S4 117-140 117-220 118-270
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% 0-078 0.2% 35% False False 2,756
10 121-010 119-020 1-310 1.7% 0-118 0.3% 11% False False 2,446
20 121-010 117-130 3-200 3.0% 0-078 0.2% 52% False False 1,439
40 121-010 117-000 4-010 3.4% 0-039 0.1% 57% False False 736
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 True
Bull Hook False
Stretch 0-021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-025
2.618 119-247
1.618 119-187
1.000 119-150
0.618 119-127
HIGH 119-090
0.618 119-067
0.500 119-060
0.382 119-053
LOW 119-030
0.618 118-313
1.000 118-290
1.618 118-253
2.618 118-193
4.250 118-095
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 119-080 119-090
PP 119-070 119-090
S1 119-060 119-090

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

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