ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 09-Apr-2014
Day Change Summary
Previous Current
08-Apr-2014 09-Apr-2014 Change Change % Previous Week
Open 119-052 119-067 0-015 0.0% 118-260
High 119-090 119-157 0-067 0.2% 119-030
Low 119-032 119-010 -0-022 -0.1% 118-150
Close 119-080 119-142 0-062 0.2% 119-020
Range 0-058 0-147 0-089 153.4% 0-200
ATR 0-099 0-102 0-003 3.5% 0-000
Volume 584,316 771,211 186,895 32.0% 3,565,822
Daily Pivots for day following 09-Apr-2014
Classic Woodie Camarilla DeMark
R4 120-224 120-170 119-223
R3 120-077 120-023 119-182
R2 119-250 119-250 119-169
R1 119-196 119-196 119-155 119-223
PP 119-103 119-103 119-103 119-116
S1 119-049 119-049 119-129 119-076
S2 118-276 118-276 119-115
S3 118-129 118-222 119-102
S4 117-302 118-075 119-061
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 120-240 120-170 119-130
R3 120-040 119-290 119-075
R2 119-160 119-160 119-057
R1 119-090 119-090 119-038 119-125
PP 118-280 118-280 118-280 118-298
S1 118-210 118-210 119-002 118-245
S2 118-080 118-080 118-303
S3 117-200 118-010 118-285
S4 117-000 117-130 118-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-157 118-150 1-007 0.9% 0-106 0.3% 95% True False 711,095
10 119-157 118-150 1-007 0.9% 0-096 0.3% 95% True False 687,915
20 120-015 118-150 1-185 1.3% 0-109 0.3% 62% False False 756,067
40 120-105 118-150 1-275 1.6% 0-101 0.3% 52% False False 623,239
60 120-105 118-130 1-295 1.6% 0-085 0.2% 54% False False 416,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-142
2.618 120-222
1.618 120-075
1.000 119-304
0.618 119-248
HIGH 119-157
0.618 119-101
0.500 119-084
0.382 119-066
LOW 119-010
0.618 118-239
1.000 118-183
1.618 118-092
2.618 117-265
4.250 117-025
Fisher Pivots for day following 09-Apr-2014
Pivot 1 day 3 day
R1 119-122 119-122
PP 119-103 119-103
S1 119-084 119-084

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

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