ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 06-May-2014
Day Change Summary
Previous Current
05-May-2014 06-May-2014 Change Change % Previous Week
Open 119-162 119-147 -0-015 0.0% 119-060
High 119-202 119-167 -0-035 -0.1% 119-207
Low 119-132 119-117 -0-015 0.0% 119-005
Close 119-147 119-145 -0-002 0.0% 119-147
Range 0-070 0-050 -0-020 -28.6% 0-202
ATR 0-102 0-099 -0-004 -3.7% 0-000
Volume 438,258 532,474 94,216 21.5% 4,138,758
Daily Pivots for day following 06-May-2014
Classic Woodie Camarilla DeMark
R4 119-293 119-269 119-172
R3 119-243 119-219 119-159
R2 119-193 119-193 119-154
R1 119-169 119-169 119-150 119-156
PP 119-143 119-143 119-143 119-136
S1 119-119 119-119 119-140 119-106
S2 119-093 119-093 119-136
S3 119-043 119-069 119-131
S4 118-313 119-019 119-118
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
5 119-207 119-020 0-187 0.5% 0-103 0.3% 67% False False 759,333
10 119-207 118-300 0-227 0.6% 0-091 0.2% 73% False False 706,011
20 120-025 118-295 1-050 1.0% 0-100 0.3% 46% False False 682,562
40 120-025 118-150 1-195 1.3% 0-103 0.3% 61% False False 713,888
60 120-105 118-150 1-275 1.6% 0-098 0.3% 53% False False 620,668
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-024
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 120-060
2.618 119-298
1.618 119-248
1.000 119-217
0.618 119-198
HIGH 119-167
0.618 119-148
0.500 119-142
0.382 119-136
LOW 119-117
0.618 119-086
1.000 119-067
1.618 119-036
2.618 118-306
4.250 118-224
Fisher Pivots for day following 06-May-2014
Pivot 1 day 3 day
R1 119-144 119-134
PP 119-143 119-123
S1 119-142 119-112

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

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