ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 29-May-2014

Day Change Summary
	Previous	Current
	28-May-2014	29-May-2014	Change	Change %	Previous Week
Open	120-107	120-182	0-075	0.2%	120-047
High	120-212	120-250	0-038	0.1%	120-157
Low	120-105	120-142	0-037	0.1%	120-042
Close	120-202	120-175	-0-027	-0.1%	120-110
Range	0-107	0-108	0-001	0.9%	0-115
ATR	0-089	0-090	0-001	1.5%	0-000
Volume	1,633,396	940,216	-693,180	-42.4%	3,066,734

Daily Pivots for day following 29-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-193	121-132	120-234
R3	121-085	121-024	120-205
R2	120-297	120-297	120-195
R1	120-236	120-236	120-185	120-212
PP	120-189	120-189	120-189	120-177
S1	120-128	120-128	120-165	120-104
S2	120-081	120-081	120-155
S3	119-293	120-020	120-145
S4	119-185	119-232	120-116

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-128	121-074	120-173
R3	121-013	120-279	120-142
R2	120-218	120-218	120-131
R1	120-164	120-164	120-121	120-191
PP	120-103	120-103	120-103	120-116
S1	120-049	120-049	120-099	120-076
S2	119-308	119-308	120-089
S3	119-193	119-254	120-078
S4	119-078	119-139	120-047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-250	120-052	0-198	0.5%	0-076	0.2%	62%	True	False	1,110,899
10	120-250	119-292	0-278	0.7%	0-086	0.2%	73%	True	False	887,214
20	120-250	119-020	1-230	1.4%	0-089	0.2%	86%	True	False	778,523
40	120-250	118-150	2-100	1.9%	0-095	0.2%	90%	True	False	726,799
60	120-250	118-150	2-100	1.9%	0-098	0.3%	90%	True	False	728,638
80	120-250	118-150	2-100	1.9%	0-096	0.2%	90%	True	False	623,736

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	0-019
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	122-069
2.618	121-213
1.618	121-105
1.000	121-038
0.618	120-317
HIGH	120-250
0.618	120-209
0.500	120-196
0.382	120-183
LOW	120-142
0.618	120-075
1.000	120-034
1.618	119-287
2.618	119-179
4.250	119-003

Fisher Pivots for day following 29-May-2014
Pivot	1 day	3 day
R1	120-196	120-169
PP	120-189	120-163
S1	120-182	120-158

Download as Excel Spreadsheet

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

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