ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 30-May-2014
Day Change Summary
Previous Current
29-May-2014 30-May-2014 Change Change % Previous Week
Open 120-182 120-152 -0-030 -0.1% 120-100
High 120-250 120-170 -0-080 -0.2% 120-250
Low 120-142 120-105 -0-037 -0.1% 120-065
Close 120-175 120-157 -0-018 0.0% 120-157
Range 0-108 0-065 -0-043 -39.8% 0-185
ATR 0-090 0-089 -0-001 -1.6% 0-000
Volume 940,216 185,600 -754,616 -80.3% 4,473,460
Daily Pivots for day following 30-May-2014
Classic Woodie Camarilla DeMark
R4 121-019 120-313 120-193
R3 120-274 120-248 120-175
R2 120-209 120-209 120-169
R1 120-183 120-183 120-163 120-196
PP 120-144 120-144 120-144 120-150
S1 120-118 120-118 120-151 120-131
S2 120-079 120-079 120-145
S3 120-014 120-053 120-139
S4 119-269 119-308 120-121
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 122-072 121-300 120-259
R3 121-207 121-115 120-208
R2 121-022 121-022 120-191
R1 120-250 120-250 120-174 120-296
PP 120-157 120-157 120-157 120-180
S1 120-065 120-065 120-140 120-111
S2 119-292 119-292 120-123
S3 119-107 119-200 120-106
S4 118-242 119-015 120-055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-250 120-065 0-185 0.5% 0-077 0.2% 50% False False 1,004,919
10 120-250 120-042 0-208 0.5% 0-077 0.2% 55% False False 804,297
20 120-250 119-020 1-230 1.4% 0-088 0.2% 83% False False 755,984
40 120-250 118-150 2-100 1.9% 0-094 0.2% 87% False False 716,443
60 120-250 118-150 2-100 1.9% 0-098 0.3% 87% False False 721,288
80 120-250 118-150 2-100 1.9% 0-096 0.2% 87% False False 625,967
Crabel Price Patterns
NR True
NR4 False
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 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-126
2.618 121-020
1.618 120-275
1.000 120-235
0.618 120-210
HIGH 120-170
0.618 120-145
0.500 120-138
0.382 120-130
LOW 120-105
0.618 120-065
1.000 120-040
1.618 120-000
2.618 119-255
4.250 119-149
Fisher Pivots for day following 30-May-2014
Pivot 1 day 3 day
R1 120-150 120-178
PP 120-144 120-171
S1 120-138 120-164

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

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