ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 119-057 119-070 0-013 0.0% 119-190
High 119-105 119-132 0-027 0.1% 120-015
Low 119-030 119-017 -0-013 0.0% 119-150
Close 119-057 119-087 0-030 0.1% 119-242
Range 0-075 0-115 0-040 53.3% 0-185
ATR 0-083 0-086 0-002 2.7% 0-000
Volume 631,715 751,847 120,132 19.0% 2,876,842
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 120-104 120-050 119-150
R3 119-309 119-255 119-119
R2 119-194 119-194 119-108
R1 119-140 119-140 119-098 119-167
PP 119-079 119-079 119-079 119-092
S1 119-025 119-025 119-076 119-052
S2 118-284 118-284 119-066
S3 118-169 118-230 119-055
S4 118-054 118-115 119-024
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 121-157 121-065 120-024
R3 120-292 120-200 119-293
R2 120-107 120-107 119-276
R1 120-015 120-015 119-259 120-061
PP 119-242 119-242 119-242 119-266
S1 119-150 119-150 119-225 119-196
S2 119-057 119-057 119-208
S3 118-192 118-285 119-191
S4 118-007 118-100 119-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-255 119-017 0-238 0.6% 0-093 0.2% 29% False True 681,620
10 120-015 119-017 0-318 0.8% 0-085 0.2% 22% False True 591,724
20 120-015 118-250 1-085 1.1% 0-084 0.2% 39% False False 306,194
40 120-015 118-030 1-305 1.6% 0-075 0.2% 60% False False 154,153
60 120-015 117-250 2-085 1.9% 0-053 0.1% 66% False False 102,770
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-301
2.618 120-113
1.618 119-318
1.000 119-247
0.618 119-203
HIGH 119-132
0.618 119-088
0.500 119-074
0.382 119-061
LOW 119-017
0.618 118-266
1.000 118-222
1.618 118-151
2.618 118-036
4.250 117-168
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 119-083 119-085
PP 119-079 119-083
S1 119-074 119-081

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

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