ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 120-017 119-290 -0-047 -0.1% 120-140
High 120-080 119-290 -0-110 -0.3% 120-142
Low 119-287 119-227 -0-060 -0.2% 119-272
Close 119-295 119-245 -0-050 -0.1% 119-295
Range 0-113 0-063 -0-050 -44.2% 0-190
ATR 0-092 0-090 -0-002 -1.8% 0-000
Volume 10,073 17,322 7,249 72.0% 284,582
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 120-123 120-087 119-280
R3 120-060 120-024 119-262
R2 119-317 119-317 119-257
R1 119-281 119-281 119-251 119-268
PP 119-254 119-254 119-254 119-247
S1 119-218 119-218 119-239 119-204
S2 119-191 119-191 119-233
S3 119-128 119-155 119-228
S4 119-065 119-092 119-210
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 121-273 121-154 120-080
R3 121-083 120-284 120-027
R2 120-213 120-213 120-010
R1 120-094 120-094 119-312 120-058
PP 120-023 120-023 120-023 120-005
S1 119-224 119-224 119-278 119-188
S2 119-153 119-153 119-260
S3 118-283 119-034 119-243
S4 118-093 118-164 119-190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-080 119-227 0-173 0.5% 0-085 0.2% 10% False True 31,203
10 120-250 119-227 1-023 0.9% 0-086 0.2% 5% False True 477,536
20 120-250 119-180 1-070 1.0% 0-087 0.2% 17% False False 552,670
40 120-250 118-295 1-275 1.6% 0-091 0.2% 45% False False 610,392
60 120-250 118-150 2-100 1.9% 0-096 0.3% 56% False False 658,253
80 120-250 118-150 2-100 1.9% 0-097 0.3% 56% False False 629,075
100 120-250 118-130 2-120 2.0% 0-088 0.2% 57% False False 504,125
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 0-019
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120-238
2.618 120-135
1.618 120-072
1.000 120-033
0.618 120-009
HIGH 119-290
0.618 119-266
0.500 119-258
0.382 119-251
LOW 119-227
0.618 119-188
1.000 119-164
1.618 119-125
2.618 119-062
4.250 118-279
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 119-258 119-314
PP 119-254 119-291
S1 119-250 119-268

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

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