ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 17-Apr-2014
Day Change Summary
Previous Current
16-Apr-2014 17-Apr-2014 Change Change % Previous Week
Open 119-165 119-125 -0-040 -0.1% 119-017
High 119-177 119-155 -0-022 -0.1% 119-280
Low 119-100 118-310 -0-110 -0.3% 119-010
Close 119-112 119-002 -0-110 -0.3% 119-250
Range 0-077 0-165 0-088 114.3% 0-270
ATR 0-105 0-109 0-004 4.1% 0-000
Volume 724,328 769,580 45,252 6.2% 3,646,439
Daily Pivots for day following 17-Apr-2014
Classic Woodie Camarilla DeMark
R4 120-224 120-118 119-093
R3 120-059 119-273 119-047
R2 119-214 119-214 119-032
R1 119-108 119-108 119-017 119-078
PP 119-049 119-049 119-049 119-034
S1 118-263 118-263 118-307 118-234
S2 118-204 118-204 118-292
S3 118-039 118-098 118-277
S4 117-194 117-253 118-231
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
5 120-025 118-310 1-035 0.9% 0-118 0.3% 3% False True 692,346
10 120-025 118-150 1-195 1.4% 0-122 0.3% 33% False False 745,235
20 120-025 118-150 1-195 1.4% 0-102 0.3% 33% False False 720,011
40 120-105 118-150 1-275 1.6% 0-106 0.3% 29% False False 731,844
60 120-105 118-150 1-275 1.6% 0-096 0.3% 29% False False 490,909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0-030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-216
2.618 120-267
1.618 120-102
1.000 120-000
0.618 119-257
HIGH 119-155
0.618 119-092
0.500 119-072
0.382 119-053
LOW 118-310
0.618 118-208
1.000 118-145
1.618 118-043
2.618 117-198
4.250 116-249
Fisher Pivots for day following 17-Apr-2014
Pivot 1 day 3 day
R1 119-072 119-105
PP 119-049 119-071
S1 119-026 119-036

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

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