ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 119-050 118-315 -0-055 -0.1% 119-222
High 119-050 119-012 -0-038 -0.1% 119-227
Low 118-290 118-252 -0-038 -0.1% 119-017
Close 118-307 118-270 -0-037 -0.1% 119-042
Range 0-080 0-080 0-000 0.0% 0-210
ATR 0-088 0-087 -0-001 -0.6% 0-000
Volume 469,967 533,910 63,943 13.6% 3,528,689
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 119-205 119-157 118-314
R3 119-125 119-077 118-292
R2 119-045 119-045 118-285
R1 118-317 118-317 118-277 118-301
PP 118-285 118-285 118-285 118-276
S1 118-237 118-237 118-263 118-221
S2 118-205 118-205 118-255
S3 118-125 118-157 118-248
S4 118-045 118-077 118-226
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 121-085 120-274 119-158
R3 120-195 120-064 119-100
R2 119-305 119-305 119-080
R1 119-174 119-174 119-061 119-134
PP 119-095 119-095 119-095 119-076
S1 118-284 118-284 119-023 118-244
S2 118-205 118-205 119-004
S3 117-315 118-074 118-304
S4 117-105 117-184 118-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-157 118-252 0-225 0.6% 0-094 0.2% 8% False True 641,209
10 120-015 118-252 1-083 1.1% 0-097 0.3% 4% False True 718,226
20 120-015 118-250 1-085 1.1% 0-090 0.2% 5% False False 396,145
40 120-015 118-030 1-305 1.6% 0-078 0.2% 38% False False 199,658
60 120-015 117-250 2-085 1.9% 0-057 0.2% 47% False False 133,145
Crabel Price Patterns
NR False
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 0-023
Fibonacci Retracements and Extensions
4.250 120-032
2.618 119-221
1.618 119-141
1.000 119-092
0.618 119-061
HIGH 119-012
0.618 118-301
0.500 118-292
0.382 118-283
LOW 118-252
0.618 118-203
1.000 118-172
1.618 118-123
2.618 118-043
4.250 117-232
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 118-292 119-044
PP 118-285 119-013
S1 118-277 118-302

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

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