ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 119-012 119-042 0-030 0.1% 118-300
High 119-092 119-125 0-033 0.1% 119-052
Low 118-315 119-022 0-027 0.1% 118-180
Close 119-050 119-112 0-062 0.2% 118-287
Range 0-097 0-103 0-006 6.2% 0-192
ATR 0-093 0-093 0-001 0.8% 0-000
Volume 708,120 643,363 -64,757 -9.1% 3,390,364
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 120-075 120-037 119-169
R3 119-292 119-254 119-140
R2 119-189 119-189 119-131
R1 119-151 119-151 119-121 119-170
PP 119-086 119-086 119-086 119-096
S1 119-048 119-048 119-103 119-067
S2 118-303 118-303 119-093
S3 118-200 118-265 119-084
S4 118-097 118-162 119-055
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
5 119-125 118-252 0-193 0.5% 0-083 0.2% 93% True False 561,784
10 119-125 118-180 0-265 0.7% 0-094 0.2% 95% True False 643,062
20 119-255 118-180 1-075 1.0% 0-094 0.2% 64% False False 647,390
40 120-015 118-060 1-275 1.6% 0-090 0.2% 63% False False 391,981
60 120-015 117-250 2-085 1.9% 0-076 0.2% 69% False False 261,764
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-243
2.618 120-075
1.618 119-292
1.000 119-228
0.618 119-189
HIGH 119-125
0.618 119-086
0.500 119-074
0.382 119-061
LOW 119-022
0.618 118-278
1.000 118-239
1.618 118-175
2.618 118-072
4.250 117-224
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 119-099 119-086
PP 119-086 119-060
S1 119-074 119-034

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

View Archives - Comment on this page... - Back to Index of Symbols