ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 119-212 119-190 -0-022 -0.1% 119-290
High 119-217 119-277 0-060 0.2% 119-297
Low 119-142 119-140 -0-002 0.0% 119-175
Close 119-142 119-192 0-050 0.1% 119-235
Range 0-075 0-137 0-062 82.7% 0-122
ATR 0-084 0-088 0-004 4.4% 0-000
Volume 5,448 1,700 -3,748 -68.8% 51,925
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 120-294 120-220 119-267
R3 120-157 120-083 119-230
R2 120-020 120-020 119-217
R1 119-266 119-266 119-205 119-303
PP 119-203 119-203 119-203 119-222
S1 119-129 119-129 119-179 119-166
S2 119-066 119-066 119-167
S3 118-249 118-312 119-154
S4 118-112 118-175 119-117
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
5 119-297 119-140 0-157 0.4% 0-082 0.2% 33% False True 4,802
10 120-080 119-140 0-260 0.7% 0-082 0.2% 20% False True 9,780
20 120-250 119-140 1-110 1.1% 0-081 0.2% 12% False True 341,867
40 120-250 118-300 1-270 1.5% 0-086 0.2% 36% False False 505,380
60 120-250 118-150 2-100 1.9% 0-091 0.2% 49% False False 564,826
80 120-250 118-150 2-100 1.9% 0-096 0.3% 49% False False 622,509
100 120-250 118-150 2-100 1.9% 0-092 0.2% 49% False False 504,529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 121-219
2.618 120-316
1.618 120-179
1.000 120-094
0.618 120-042
HIGH 119-277
0.618 119-225
0.500 119-208
0.382 119-192
LOW 119-140
0.618 119-055
1.000 119-003
1.618 118-238
2.618 118-101
4.250 117-198
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 119-208 119-208
PP 119-203 119-203
S1 119-198 119-198

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

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