ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 02-May-2014
Day Change Summary
Previous Current
01-May-2014 02-May-2014 Change Change % Previous Week
Open 119-142 119-167 0-025 0.1% 119-060
High 119-207 119-205 -0-002 0.0% 119-207
Low 119-120 119-020 -0-100 -0.3% 119-005
Close 119-185 119-147 -0-038 -0.1% 119-147
Range 0-087 0-185 0-098 112.6% 0-202
ATR 0-099 0-105 0-006 6.2% 0-000
Volume 636,363 1,342,435 706,072 111.0% 4,138,758
Daily Pivots for day following 02-May-2014
Classic Woodie Camarilla DeMark
R4 121-039 120-278 119-249
R3 120-174 120-093 119-198
R2 119-309 119-309 119-181
R1 119-228 119-228 119-164 119-176
PP 119-124 119-124 119-124 119-098
S1 119-043 119-043 119-130 118-311
S2 118-259 118-259 119-113
S3 118-074 118-178 119-096
S4 117-209 117-313 119-045
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 121-086 120-318 119-258
R3 120-204 120-116 119-203
R2 120-002 120-002 119-184
R1 119-234 119-234 119-166 119-278
PP 119-120 119-120 119-120 119-142
S1 119-032 119-032 119-128 119-076
S2 118-238 118-238 119-110
S3 118-036 118-150 119-091
S4 117-154 117-268 119-036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-207 119-005 0-202 0.5% 0-107 0.3% 70% False False 827,751
10 119-207 118-295 0-232 0.6% 0-094 0.2% 74% False False 687,480
20 120-025 118-150 1-195 1.3% 0-108 0.3% 62% False False 716,357
40 120-025 118-150 1-195 1.3% 0-106 0.3% 62% False False 724,987
60 120-105 118-150 1-275 1.6% 0-100 0.3% 53% False False 604,796
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 122-031
2.618 121-049
1.618 120-184
1.000 120-070
0.618 119-319
HIGH 119-205
0.618 119-134
0.500 119-112
0.382 119-091
LOW 119-020
0.618 118-226
1.000 118-155
1.618 118-041
2.618 117-176
4.250 116-194
Fisher Pivots for day following 02-May-2014
Pivot 1 day 3 day
R1 119-136 119-136
PP 119-124 119-125
S1 119-112 119-114

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

View Archives - Comment on this page... - Back to Index of Symbols