ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 14-Apr-2014
Day Change Summary
Previous Current
11-Apr-2014 14-Apr-2014 Change Change % Previous Week
Open 119-205 119-252 0-047 0.1% 119-017
High 119-275 120-025 0-070 0.2% 119-280
Low 119-185 119-170 -0-015 0.0% 119-010
Close 119-250 119-195 -0-055 -0.1% 119-250
Range 0-090 0-175 0-085 94.4% 0-270
ATR 0-104 0-109 0-005 4.9% 0-000
Volume 692,137 569,443 -122,694 -17.7% 3,646,439
Daily Pivots for day following 14-Apr-2014
Classic Woodie Camarilla DeMark
R4 121-122 121-013 119-291
R3 120-267 120-158 119-243
R2 120-092 120-092 119-227
R1 119-303 119-303 119-211 119-270
PP 119-237 119-237 119-237 119-220
S1 119-128 119-128 119-179 119-095
S2 119-062 119-062 119-163
S3 118-207 118-273 119-147
S4 118-032 118-098 119-099
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 122-030 121-250 120-078
R3 121-080 120-300 120-004
R2 120-130 120-130 119-300
R1 120-030 120-030 119-275 120-080
PP 119-180 119-180 119-180 119-205
S1 119-080 119-080 119-225 119-130
S2 118-230 118-230 119-200
S3 117-280 118-130 119-176
S4 117-010 117-180 119-102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-025 119-010 1-015 0.9% 0-122 0.3% 55% True False 721,112
10 120-025 118-150 1-195 1.3% 0-109 0.3% 71% True False 696,158
20 120-025 118-150 1-195 1.3% 0-110 0.3% 71% True False 749,370
40 120-105 118-150 1-275 1.6% 0-107 0.3% 61% False False 678,356
60 120-105 118-130 1-295 1.6% 0-091 0.2% 63% False False 454,274
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 0-024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-129
2.618 121-163
1.618 120-308
1.000 120-200
0.618 120-133
HIGH 120-025
0.618 119-278
0.500 119-258
0.382 119-237
LOW 119-170
0.618 119-062
1.000 118-315
1.618 118-207
2.618 118-032
4.250 117-066
Fisher Pivots for day following 14-Apr-2014
Pivot 1 day 3 day
R1 119-258 119-244
PP 119-237 119-227
S1 119-216 119-211

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

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