ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 16-Jul-2014
Day Change Summary
Previous Current
15-Jul-2014 16-Jul-2014 Change Change % Previous Week
Open 119-065 119-030 -0-035 -0.1% 118-255
High 119-122 119-052 -0-070 -0.2% 119-172
Low 119-005 118-310 -0-015 0.0% 118-220
Close 119-025 119-007 -0-018 0.0% 119-112
Range 0-117 0-062 -0-055 -47.0% 0-272
ATR 0-094 0-092 -0-002 -2.4% 0-000
Volume 865,120 489,318 -375,802 -43.4% 3,206,983
Daily Pivots for day following 16-Jul-2014
Classic Woodie Camarilla DeMark
R4 119-202 119-167 119-041
R3 119-140 119-105 119-024
R2 119-078 119-078 119-018
R1 119-043 119-043 119-013 119-030
PP 119-016 119-016 119-016 119-010
S1 118-301 118-301 119-001 118-288
S2 118-274 118-274 118-316
S3 118-212 118-239 118-310
S4 118-150 118-177 118-293
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 121-237 121-127 119-262
R3 120-285 120-175 119-187
R2 120-013 120-013 119-162
R1 119-223 119-223 119-137 119-278
PP 119-061 119-061 119-061 119-089
S1 118-271 118-271 119-087 119-006
S2 118-109 118-109 119-062
S3 117-157 117-319 119-037
S4 116-205 117-047 118-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-172 118-310 0-182 0.5% 0-089 0.2% 9% False True 620,093
10 119-172 118-207 0-285 0.7% 0-100 0.3% 42% False False 631,362
20 119-172 118-180 0-312 0.8% 0-093 0.2% 47% False False 615,878
40 120-015 118-180 1-155 1.2% 0-091 0.2% 31% False False 583,005
60 120-015 118-030 1-305 1.6% 0-084 0.2% 48% False False 390,847
80 120-015 117-250 2-085 1.9% 0-072 0.2% 55% False False 293,211
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-022
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 119-316
2.618 119-214
1.618 119-152
1.000 119-114
0.618 119-090
HIGH 119-052
0.618 119-028
0.500 119-021
0.382 119-014
LOW 118-310
0.618 118-272
1.000 118-248
1.618 118-210
2.618 118-148
4.250 118-046
Fisher Pivots for day following 16-Jul-2014
Pivot 1 day 3 day
R1 119-021 119-056
PP 119-016 119-040
S1 119-012 119-023

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

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