ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 119-247 119-212 -0-035 -0.1% 119-290
High 119-252 119-217 -0-035 -0.1% 119-297
Low 119-217 119-142 -0-075 -0.2% 119-175
Close 119-222 119-142 -0-080 -0.2% 119-235
Range 0-035 0-075 0-040 114.3% 0-122
ATR 0-085 0-084 0-000 -0.4% 0-000
Volume 4,935 5,448 513 10.4% 51,925
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 120-072 120-022 119-183
R3 119-317 119-267 119-163
R2 119-242 119-242 119-156
R1 119-192 119-192 119-149 119-180
PP 119-167 119-167 119-167 119-161
S1 119-117 119-117 119-135 119-104
S2 119-092 119-092 119-128
S3 119-017 119-042 119-121
S4 118-262 118-287 119-101
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 120-282 120-220 119-302
R3 120-160 120-098 119-269
R2 120-038 120-038 119-257
R1 119-296 119-296 119-246 119-266
PP 119-236 119-236 119-236 119-220
S1 119-174 119-174 119-224 119-144
S2 119-114 119-114 119-213
S3 118-312 119-052 119-201
S4 118-190 118-250 119-168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-297 119-142 0-155 0.4% 0-070 0.2% 0% False True 6,616
10 120-080 119-142 0-258 0.7% 0-076 0.2% 0% False True 12,972
20 120-250 119-142 1-108 1.1% 0-079 0.2% 0% False True 371,071
40 120-250 118-297 1-273 1.6% 0-085 0.2% 28% False False 517,850
60 120-250 118-150 2-100 1.9% 0-091 0.2% 42% False False 579,125
80 120-250 118-150 2-100 1.9% 0-095 0.2% 42% False False 628,082
100 120-250 118-150 2-100 1.9% 0-091 0.2% 42% False False 504,519
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 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-216
2.618 120-093
1.618 120-018
1.000 119-292
0.618 119-263
HIGH 119-217
0.618 119-188
0.500 119-180
0.382 119-171
LOW 119-142
0.618 119-096
1.000 119-067
1.618 119-021
2.618 118-266
4.250 118-143
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 119-180 119-198
PP 119-167 119-180
S1 119-154 119-161

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

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