ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 119-130 119-045 -0-085 -0.2% 119-115
High 119-157 119-087 -0-070 -0.2% 119-157
Low 119-045 119-027 -0-018 0.0% 118-310
Close 119-060 119-030 -0-030 -0.1% 119-060
Range 0-112 0-060 -0-052 -46.4% 0-167
ATR 0-096 0-094 -0-003 -2.7% 0-000
Volume 567,923 482,085 -85,838 -15.1% 3,084,506
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 119-228 119-189 119-063
R3 119-168 119-129 119-046
R2 119-108 119-108 119-041
R1 119-069 119-069 119-036 119-058
PP 119-048 119-048 119-048 119-043
S1 119-009 119-009 119-024 118-318
S2 118-308 118-308 119-019
S3 118-248 118-269 119-014
S4 118-188 118-209 118-317
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 120-250 120-162 119-152
R3 120-083 119-315 119-106
R2 119-236 119-236 119-091
R1 119-148 119-148 119-075 119-108
PP 119-069 119-069 119-069 119-049
S1 118-301 118-301 119-045 118-262
S2 118-222 118-222 119-029
S3 118-055 118-134 119-014
S4 117-208 117-287 118-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-157 118-310 0-167 0.4% 0-095 0.2% 24% False False 649,229
10 119-172 118-245 0-247 0.6% 0-098 0.3% 43% False False 638,023
20 119-172 118-207 0-285 0.7% 0-090 0.2% 50% False False 599,143
40 120-015 118-180 1-155 1.2% 0-092 0.2% 36% False False 624,374
60 120-015 118-060 1-275 1.6% 0-088 0.2% 49% False False 422,329
80 120-015 117-250 2-085 1.9% 0-076 0.2% 58% False False 316,857
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 0-021
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 120-022
2.618 119-244
1.618 119-184
1.000 119-147
0.618 119-124
HIGH 119-087
0.618 119-064
0.500 119-057
0.382 119-050
LOW 119-027
0.618 118-310
1.000 118-287
1.618 118-250
2.618 118-190
4.250 118-092
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 119-057 119-087
PP 119-048 119-068
S1 119-039 119-049

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

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