ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 15-Apr-2014
Day Change Summary
Previous Current
14-Apr-2014 15-Apr-2014 Change Change % Previous Week
Open 119-252 119-175 -0-077 -0.2% 119-017
High 120-025 119-220 -0-125 -0.3% 119-280
Low 119-170 119-135 -0-035 -0.1% 119-010
Close 119-195 119-167 -0-028 -0.1% 119-250
Range 0-175 0-085 -0-090 -51.4% 0-270
ATR 0-109 0-107 -0-002 -1.6% 0-000
Volume 569,443 706,244 136,801 24.0% 3,646,439
Daily Pivots for day following 15-Apr-2014
Classic Woodie Camarilla DeMark
R4 120-109 120-063 119-214
R3 120-024 119-298 119-190
R2 119-259 119-259 119-183
R1 119-213 119-213 119-175 119-194
PP 119-174 119-174 119-174 119-164
S1 119-128 119-128 119-159 119-108
S2 119-089 119-089 119-151
S3 119-004 119-043 119-144
S4 118-239 118-278 119-120
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
5 120-025 119-010 1-015 0.9% 0-127 0.3% 47% False False 745,498
10 120-025 118-150 1-195 1.3% 0-113 0.3% 65% False False 711,162
20 120-025 118-150 1-195 1.3% 0-111 0.3% 65% False False 757,163
40 120-105 118-150 1-275 1.6% 0-106 0.3% 57% False False 695,718
60 120-105 118-130 1-295 1.6% 0-092 0.2% 58% False False 466,040
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-261
2.618 120-123
1.618 120-038
1.000 119-305
0.618 119-273
HIGH 119-220
0.618 119-188
0.500 119-178
0.382 119-167
LOW 119-135
0.618 119-082
1.000 119-050
1.618 118-317
2.618 118-232
4.250 118-094
Fisher Pivots for day following 15-Apr-2014
Pivot 1 day 3 day
R1 119-178 119-240
PP 119-174 119-216
S1 119-170 119-191

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

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