ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 118-287 118-305 0-018 0.0% 119-050
High 119-060 118-315 -0-065 -0.2% 119-060
Low 118-255 118-225 -0-030 -0.1% 118-225
Close 119-037 118-297 -0-060 -0.2% 118-297
Range 0-125 0-090 -0-035 -28.0% 0-155
ATR 0-089 0-092 0-003 3.4% 0-000
Volume 689,532 700,091 10,559 1.5% 2,990,573
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 119-229 119-193 119-026
R3 119-139 119-103 119-002
R2 119-049 119-049 118-314
R1 119-013 119-013 118-305 118-306
PP 118-279 118-279 118-279 118-266
S1 118-243 118-243 118-289 118-216
S2 118-189 118-189 118-280
S3 118-099 118-153 118-272
S4 118-009 118-063 118-248
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 120-126 120-046 119-062
R3 119-291 119-211 119-020
R2 119-136 119-136 119-005
R1 119-056 119-056 118-311 119-018
PP 118-301 118-301 118-301 118-282
S1 118-221 118-221 118-283 118-184
S2 118-146 118-146 118-269
S3 117-311 118-066 118-254
S4 117-156 117-231 118-212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-060 118-225 0-155 0.4% 0-091 0.2% 46% False True 598,114
10 119-227 118-225 1-002 0.8% 0-098 0.3% 22% False True 651,926
20 120-015 118-225 1-110 1.1% 0-086 0.2% 17% False True 493,717
40 120-015 118-030 1-305 1.6% 0-079 0.2% 43% False False 249,237
60 120-015 117-250 2-085 1.9% 0-062 0.2% 51% False False 166,256
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-058
2.618 119-231
1.618 119-141
1.000 119-085
0.618 119-051
HIGH 118-315
0.618 118-281
0.500 118-270
0.382 118-259
LOW 118-225
0.618 118-169
1.000 118-135
1.618 118-079
2.618 117-309
4.250 117-162
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 118-288 118-302
PP 118-279 118-301
S1 118-270 118-299

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

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