ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 119-187 119-240 0-053 0.1% 119-162
High 119-257 119-270 0-013 0.0% 119-270
Low 119-172 119-222 0-050 0.1% 119-107
Close 119-255 119-250 -0-005 0.0% 119-250
Range 0-085 0-048 -0-037 -43.5% 0-163
ATR 0-099 0-095 -0-004 -3.7% 0-000
Volume 755,361 475,624 -279,737 -37.0% 3,025,764
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 120-071 120-049 119-276
R3 120-023 120-001 119-263
R2 119-295 119-295 119-259
R1 119-273 119-273 119-254 119-284
PP 119-247 119-247 119-247 119-253
S1 119-225 119-225 119-246 119-236
S2 119-199 119-199 119-241
S3 119-151 119-177 119-237
S4 119-103 119-129 119-224
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 121-058 120-317 120-020
R3 120-215 120-154 119-295
R2 120-052 120-052 119-280
R1 119-311 119-311 119-265 120-022
PP 119-209 119-209 119-209 119-224
S1 119-148 119-148 119-235 119-178
S2 119-046 119-046 119-220
S3 118-203 118-305 119-205
S4 118-040 118-142 119-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-270 119-107 0-163 0.4% 0-073 0.2% 88% True False 605,152
10 119-270 119-005 0-265 0.7% 0-090 0.2% 92% True False 716,452
20 120-025 118-295 1-050 1.0% 0-095 0.2% 74% False False 668,114
40 120-025 118-150 1-195 1.3% 0-101 0.3% 82% False False 711,044
60 120-105 118-150 1-275 1.6% 0-100 0.3% 71% False False 654,544
80 120-105 118-130 1-295 1.6% 0-089 0.2% 72% False False 491,989
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 False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 120-154
2.618 120-076
1.618 120-028
1.000 119-318
0.618 119-300
HIGH 119-270
0.618 119-252
0.500 119-246
0.382 119-240
LOW 119-222
0.618 119-192
1.000 119-174
1.618 119-144
2.618 119-096
4.250 119-018
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 119-249 119-230
PP 119-247 119-209
S1 119-246 119-188

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

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