ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 120-080 120-047 -0-033 -0.1% 119-237
High 120-095 120-125 0-030 0.1% 120-120
Low 120-042 120-042 0-000 0.0% 119-180
Close 120-062 120-080 0-018 0.0% 120-062
Range 0-053 0-083 0-030 56.6% 0-260
ATR 0-097 0-096 -0-001 -1.0% 0-000
Volume 502,780 465,652 -37,128 -7.4% 3,211,306
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 121-011 120-289 120-126
R3 120-248 120-206 120-103
R2 120-165 120-165 120-095
R1 120-123 120-123 120-088 120-144
PP 120-082 120-082 120-082 120-093
S1 120-040 120-040 120-072 120-061
S2 119-319 119-319 120-065
S3 119-236 119-277 120-057
S4 119-153 119-194 120-034
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 122-154 122-048 120-205
R3 121-214 121-108 120-134
R2 120-274 120-274 120-110
R1 120-168 120-168 120-086 120-221
PP 120-014 120-014 120-014 120-040
S1 119-228 119-228 120-038 119-281
S2 119-074 119-074 120-014
S3 118-134 118-288 119-310
S4 117-194 118-028 119-239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-125 119-180 0-265 0.7% 0-104 0.3% 83% True False 659,499
10 120-125 119-107 1-018 0.9% 0-087 0.2% 87% True False 626,446
20 120-125 118-297 1-148 1.2% 0-090 0.2% 90% True False 664,630
40 120-125 118-150 1-295 1.6% 0-096 0.3% 93% True False 683,152
60 120-125 118-150 1-295 1.6% 0-101 0.3% 93% True False 713,752
80 120-125 118-150 1-295 1.6% 0-094 0.2% 93% True False 537,881
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 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-158
2.618 121-022
1.618 120-259
1.000 120-208
0.618 120-176
HIGH 120-125
0.618 120-093
0.500 120-084
0.382 120-074
LOW 120-042
0.618 119-311
1.000 119-279
1.618 119-228
2.618 119-145
4.250 119-009
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 120-084 120-070
PP 120-082 120-059
S1 120-081 120-048

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

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