ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 07-May-2014
Day Change Summary
Previous Current
06-May-2014 07-May-2014 Change Change % Previous Week
Open 119-147 119-142 -0-005 0.0% 119-060
High 119-167 119-220 0-053 0.1% 119-207
Low 119-117 119-107 -0-010 0.0% 119-005
Close 119-145 119-205 0-060 0.2% 119-147
Range 0-050 0-113 0-063 126.0% 0-202
ATR 0-099 0-100 0-001 1.0% 0-000
Volume 532,474 824,047 291,573 54.8% 4,138,758
Daily Pivots for day following 07-May-2014
Classic Woodie Camarilla DeMark
R4 120-196 120-154 119-267
R3 120-083 120-041 119-236
R2 119-290 119-290 119-226
R1 119-248 119-248 119-215 119-269
PP 119-177 119-177 119-177 119-188
S1 119-135 119-135 119-195 119-156
S2 119-064 119-064 119-184
S3 118-271 119-022 119-174
S4 118-158 118-229 119-143
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 121-086 120-318 119-258
R3 120-204 120-116 119-203
R2 120-002 120-002 119-184
R1 119-234 119-234 119-166 119-278
PP 119-120 119-120 119-120 119-142
S1 119-032 119-032 119-128 119-076
S2 118-238 118-238 119-110
S3 118-036 118-150 119-091
S4 117-154 117-268 119-036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-220 119-020 0-200 0.5% 0-101 0.3% 93% True False 754,715
10 119-220 118-300 0-240 0.6% 0-094 0.2% 94% True False 718,036
20 120-025 118-295 1-050 1.0% 0-102 0.3% 62% False False 694,549
40 120-025 118-150 1-195 1.3% 0-104 0.3% 73% False False 721,170
60 120-105 118-150 1-275 1.6% 0-100 0.3% 63% False False 634,282
80 120-105 118-130 1-295 1.6% 0-088 0.2% 64% False False 476,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-060
2.618 120-196
1.618 120-083
1.000 120-013
0.618 119-290
HIGH 119-220
0.618 119-177
0.500 119-164
0.382 119-150
LOW 119-107
0.618 119-037
1.000 118-314
1.618 118-244
2.618 118-131
4.250 117-267
Fisher Pivots for day following 07-May-2014
Pivot 1 day 3 day
R1 119-191 119-191
PP 119-177 119-177
S1 119-164 119-164

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

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