ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 119-040 119-080 0-040 0.1% 119-115
High 119-087 119-107 0-020 0.1% 119-157
Low 119-007 119-067 0-060 0.2% 118-310
Close 119-077 119-092 0-015 0.0% 119-060
Range 0-080 0-040 -0-040 -50.0% 0-167
ATR 0-093 0-089 -0-004 -4.1% 0-000
Volume 654,922 399,569 -255,353 -39.0% 3,084,506
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 119-209 119-190 119-114
R3 119-169 119-150 119-103
R2 119-129 119-129 119-099
R1 119-110 119-110 119-096 119-120
PP 119-089 119-089 119-089 119-093
S1 119-070 119-070 119-088 119-080
S2 119-049 119-049 119-085
S3 119-009 119-030 119-081
S4 118-289 118-310 119-070
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
5 119-157 119-007 0-150 0.4% 0-083 0.2% 57% False False 589,239
10 119-172 118-310 0-182 0.5% 0-086 0.2% 56% False False 604,666
20 119-172 118-207 0-285 0.7% 0-089 0.2% 72% False False 602,434
40 120-015 118-180 1-155 1.2% 0-092 0.2% 49% False False 639,917
60 120-015 118-060 1-275 1.6% 0-088 0.2% 59% False False 439,820
80 120-015 117-250 2-085 1.9% 0-077 0.2% 66% False False 330,038
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 True
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 119-277
2.618 119-212
1.618 119-172
1.000 119-147
0.618 119-132
HIGH 119-107
0.618 119-092
0.500 119-087
0.382 119-082
LOW 119-067
0.618 119-042
1.000 119-027
1.618 119-002
2.618 118-282
4.250 118-217
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 119-090 119-080
PP 119-089 119-069
S1 119-087 119-057

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

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