ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 23-May-2014
Day Change Summary
Previous Current
22-May-2014 23-May-2014 Change Change % Previous Week
Open 120-100 120-072 -0-028 -0.1% 120-047
High 120-110 120-122 0-012 0.0% 120-157
Low 120-052 120-065 0-013 0.0% 120-042
Close 120-065 120-110 0-045 0.1% 120-110
Range 0-058 0-057 -0-001 -1.7% 0-115
ATR 0-093 0-090 -0-003 -2.8% 0-000
Volume 715,501 551,136 -164,365 -23.0% 3,066,734
Daily Pivots for day following 23-May-2014
Classic Woodie Camarilla DeMark
R4 120-270 120-247 120-141
R3 120-213 120-190 120-126
R2 120-156 120-156 120-120
R1 120-133 120-133 120-115 120-144
PP 120-099 120-099 120-099 120-105
S1 120-076 120-076 120-105 120-088
S2 120-042 120-042 120-100
S3 119-305 120-019 120-094
S4 119-248 119-282 120-079
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 121-128 121-074 120-173
R3 121-013 120-279 120-142
R2 120-218 120-218 120-131
R1 120-164 120-164 120-121 120-191
PP 120-103 120-103 120-103 120-116
S1 120-049 120-049 120-099 120-076
S2 119-308 119-308 120-089
S3 119-193 119-254 120-078
S4 119-078 119-139 120-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-157 120-042 0-115 0.3% 0-078 0.2% 59% False False 613,346
10 120-157 119-180 0-297 0.8% 0-088 0.2% 84% False False 627,804
20 120-157 119-005 1-152 1.2% 0-089 0.2% 90% False False 672,128
40 120-157 118-150 2-007 1.7% 0-095 0.2% 93% False False 667,070
60 120-157 118-150 2-007 1.7% 0-101 0.3% 93% False False 698,462
80 120-157 118-150 2-007 1.7% 0-096 0.2% 93% False False 570,283
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-044
2.618 120-271
1.618 120-214
1.000 120-179
0.618 120-157
HIGH 120-122
0.618 120-100
0.500 120-094
0.382 120-087
LOW 120-065
0.618 120-030
1.000 120-008
1.618 119-293
2.618 119-236
4.250 119-143
Fisher Pivots for day following 23-May-2014
Pivot 1 day 3 day
R1 120-104 120-108
PP 120-099 120-106
S1 120-094 120-104

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

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