ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 119-145 119-205 0-060 0.2% 119-017
High 119-280 119-275 -0-005 0.0% 119-280
Low 119-142 119-185 0-043 0.1% 119-010
Close 119-235 119-250 0-015 0.0% 119-250
Range 0-138 0-090 -0-048 -34.8% 0-270
ATR 0-105 0-104 -0-001 -1.0% 0-000
Volume 988,457 692,137 -296,320 -30.0% 3,646,439
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 120-187 120-148 119-300
R3 120-097 120-058 119-275
R2 120-007 120-007 119-266
R1 119-288 119-288 119-258 119-308
PP 119-237 119-237 119-237 119-246
S1 119-198 119-198 119-242 119-218
S2 119-147 119-147 119-234
S3 119-057 119-108 119-225
S4 118-287 119-018 119-200
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 122-030 121-250 120-078
R3 121-080 120-300 120-004
R2 120-130 120-130 119-300
R1 120-030 120-030 119-275 120-080
PP 119-180 119-180 119-180 119-205
S1 119-080 119-080 119-225 119-130
S2 118-230 118-230 119-200
S3 117-280 118-130 119-176
S4 117-010 117-180 119-102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-280 119-010 0-270 0.7% 0-103 0.3% 89% False False 729,287
10 119-280 118-150 1-130 1.2% 0-103 0.3% 93% False False 721,226
20 119-280 118-150 1-130 1.2% 0-106 0.3% 93% False False 746,662
40 120-105 118-150 1-275 1.6% 0-104 0.3% 71% False False 664,655
60 120-105 118-130 1-295 1.6% 0-088 0.2% 72% False False 444,803
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-018
2.618 120-191
1.618 120-101
1.000 120-045
0.618 120-011
HIGH 119-275
0.618 119-241
0.500 119-230
0.382 119-219
LOW 119-185
0.618 119-129
1.000 119-095
1.618 119-039
2.618 118-269
4.250 118-122
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 119-243 119-215
PP 119-237 119-180
S1 119-230 119-145

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

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