ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 120-120 120-100 -0-020 -0.1% 119-237
High 120-157 120-110 -0-047 -0.1% 120-120
Low 120-057 120-052 -0-005 0.0% 119-180
Close 120-107 120-065 -0-042 -0.1% 120-062
Range 0-100 0-058 -0-042 -42.0% 0-260
ATR 0-096 0-093 -0-003 -2.8% 0-000
Volume 748,661 715,501 -33,160 -4.4% 3,211,306
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 120-250 120-215 120-097
R3 120-192 120-157 120-081
R2 120-134 120-134 120-076
R1 120-099 120-099 120-070 120-088
PP 120-076 120-076 120-076 120-070
S1 120-041 120-041 120-060 120-030
S2 120-018 120-018 120-054
S3 119-280 119-303 120-049
S4 119-222 119-245 120-033
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
5 120-157 120-042 0-115 0.3% 0-077 0.2% 20% False False 603,675
10 120-157 119-180 0-297 0.8% 0-087 0.2% 69% False False 620,252
20 120-157 119-005 1-152 1.2% 0-090 0.2% 81% False False 671,403
40 120-157 118-150 2-007 1.7% 0-095 0.2% 86% False False 673,920
60 120-157 118-150 2-007 1.7% 0-101 0.3% 86% False False 709,426
80 120-157 118-150 2-007 1.7% 0-095 0.2% 86% False False 563,413
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-036
2.618 120-262
1.618 120-204
1.000 120-168
0.618 120-146
HIGH 120-110
0.618 120-088
0.500 120-081
0.382 120-074
LOW 120-052
0.618 120-016
1.000 119-314
1.618 119-278
2.618 119-220
4.250 119-126
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 120-081 120-104
PP 120-076 120-091
S1 120-070 120-078

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

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