ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 119-005 118-317 -0-008 0.0% 118-300
High 119-052 119-017 -0-035 -0.1% 119-052
Low 118-265 118-252 -0-013 0.0% 118-180
Close 118-305 118-287 -0-018 0.0% 118-287
Range 0-107 0-085 -0-022 -20.6% 0-192
ATR 0-098 0-097 -0-001 -0.9% 0-000
Volume 789,202 468,753 -320,449 -40.6% 3,390,364
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 119-227 119-182 119-014
R3 119-142 119-097 118-310
R2 119-057 119-057 118-303
R1 119-012 119-012 118-295 118-312
PP 118-292 118-292 118-292 118-282
S1 118-247 118-247 118-279 118-227
S2 118-207 118-207 118-271
S3 118-122 118-162 118-264
S4 118-037 118-077 118-240
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 120-216 120-123 119-073
R3 120-024 119-251 119-020
R2 119-152 119-152 119-002
R1 119-059 119-059 118-305 119-010
PP 118-280 118-280 118-280 118-255
S1 118-187 118-187 118-269 118-138
S2 118-088 118-088 118-252
S3 117-216 117-315 118-234
S4 117-024 117-123 118-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-052 118-180 0-192 0.5% 0-103 0.3% 56% False False 678,072
10 119-060 118-180 0-200 0.5% 0-097 0.3% 54% False False 638,093
20 120-015 118-180 1-155 1.2% 0-094 0.2% 23% False False 649,605
40 120-015 118-060 1-275 1.6% 0-087 0.2% 38% False False 333,923
60 120-015 117-250 2-085 1.9% 0-071 0.2% 49% False False 222,762
Crabel Price Patterns
NR True
NR4 True
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 0-020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-058
2.618 119-240
1.618 119-155
1.000 119-102
0.618 119-070
HIGH 119-017
0.618 118-305
0.500 118-294
0.382 118-284
LOW 118-252
0.618 118-199
1.000 118-167
1.618 118-114
2.618 118-029
4.250 117-211
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 118-294 118-283
PP 118-292 118-280
S1 118-290 118-276

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

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