ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 120-140 120-055 -0-085 -0.2% 120-100
High 120-142 120-060 -0-082 -0.2% 120-250
Low 120-032 119-302 -0-050 -0.1% 120-065
Close 120-045 119-315 -0-050 -0.1% 120-157
Range 0-110 0-078 -0-032 -29.1% 0-185
ATR 0-091 0-091 -0-001 -1.1% 0-000
Volume 145,887 71,279 -74,608 -51.1% 4,473,460
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 120-246 120-199 120-038
R3 120-168 120-121 120-016
R2 120-090 120-090 120-009
R1 120-043 120-043 120-002 120-028
PP 120-012 120-012 120-012 120-005
S1 119-285 119-285 119-308 119-270
S2 119-254 119-254 119-301
S3 119-176 119-207 119-294
S4 119-098 119-129 119-272
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 122-072 121-300 120-259
R3 121-207 121-115 120-208
R2 121-022 121-022 120-191
R1 120-250 120-250 120-174 120-296
PP 120-157 120-157 120-157 120-180
S1 120-065 120-065 120-140 120-111
S2 119-292 119-292 120-123
S3 119-107 119-200 120-106
S4 118-242 119-015 120-055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-250 119-302 0-268 0.7% 0-094 0.2% 5% False True 595,275
10 120-250 119-302 0-268 0.7% 0-082 0.2% 5% False True 729,170
20 120-250 119-107 1-143 1.2% 0-085 0.2% 45% False False 677,808
40 120-250 118-295 1-275 1.5% 0-093 0.2% 57% False False 682,131
60 120-250 118-150 2-100 1.9% 0-097 0.3% 66% False False 701,507
80 120-250 118-150 2-100 1.9% 0-096 0.3% 66% False False 628,381
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-072
2.618 120-264
1.618 120-186
1.000 120-138
0.618 120-108
HIGH 120-060
0.618 120-030
0.500 120-021
0.382 120-012
LOW 119-302
0.618 119-254
1.000 119-224
1.618 119-176
2.618 119-098
4.250 118-290
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 120-021 120-076
PP 120-012 120-049
S1 120-004 120-022

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

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