ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 16-Apr-2014
Day Change Summary
Previous Current
15-Apr-2014 16-Apr-2014 Change Change % Previous Week
Open 119-175 119-165 -0-010 0.0% 119-017
High 119-220 119-177 -0-043 -0.1% 119-280
Low 119-135 119-100 -0-035 -0.1% 119-010
Close 119-167 119-112 -0-055 -0.1% 119-250
Range 0-085 0-077 -0-008 -9.4% 0-270
ATR 0-107 0-105 -0-002 -2.0% 0-000
Volume 706,244 724,328 18,084 2.6% 3,646,439
Daily Pivots for day following 16-Apr-2014
Classic Woodie Camarilla DeMark
R4 120-041 119-313 119-154
R3 119-284 119-236 119-133
R2 119-207 119-207 119-126
R1 119-159 119-159 119-119 119-144
PP 119-130 119-130 119-130 119-122
S1 119-082 119-082 119-105 119-068
S2 119-053 119-053 119-098
S3 118-296 119-005 119-091
S4 118-219 118-248 119-070
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
5 120-025 119-100 0-245 0.6% 0-113 0.3% 5% False True 736,121
10 120-025 118-150 1-195 1.3% 0-110 0.3% 55% False False 723,608
20 120-025 118-150 1-195 1.3% 0-098 0.3% 55% False False 733,628
40 120-105 118-150 1-275 1.6% 0-105 0.3% 47% False False 713,390
60 120-105 118-130 1-295 1.6% 0-093 0.2% 49% False False 478,099
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 0-029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-184
2.618 120-059
1.618 119-302
1.000 119-254
0.618 119-225
HIGH 119-177
0.618 119-148
0.500 119-138
0.382 119-129
LOW 119-100
0.618 119-052
1.000 119-023
1.618 118-295
2.618 118-218
4.250 118-093
Fisher Pivots for day following 16-Apr-2014
Pivot 1 day 3 day
R1 119-138 119-222
PP 119-130 119-186
S1 119-121 119-149

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

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