ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 119-190 119-275 0-085 0.2% 119-290
High 119-277 119-300 0-023 0.1% 119-297
Low 119-140 119-242 0-102 0.3% 119-175
Close 119-192 119-242 0-050 0.1% 119-235
Range 0-137 0-058 -0-079 -57.7% 0-122
ATR 0-088 0-090 0-001 1.6% 0-000
Volume 1,700 1,285 -415 -24.4% 51,925
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 120-115 120-077 119-274
R3 120-057 120-019 119-258
R2 119-319 119-319 119-253
R1 119-281 119-281 119-247 119-271
PP 119-261 119-261 119-261 119-256
S1 119-223 119-223 119-237 119-213
S2 119-203 119-203 119-231
S3 119-145 119-165 119-226
S4 119-087 119-107 119-210
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 120-282 120-220 119-302
R3 120-160 120-098 119-269
R2 120-038 120-038 119-257
R1 119-296 119-296 119-246 119-266
PP 119-236 119-236 119-236 119-220
S1 119-174 119-174 119-224 119-144
S2 119-114 119-114 119-213
S3 118-312 119-052 119-201
S4 118-190 118-250 119-168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-300 119-140 0-160 0.4% 0-077 0.2% 64% True False 4,198
10 120-080 119-140 0-260 0.7% 0-078 0.2% 39% False False 7,536
20 120-250 119-140 1-110 1.1% 0-079 0.2% 24% False False 304,498
40 120-250 118-300 1-270 1.5% 0-086 0.2% 44% False False 487,818
60 120-250 118-150 2-100 1.9% 0-091 0.2% 56% False False 552,909
80 120-250 118-150 2-100 1.9% 0-096 0.2% 56% False False 613,163
100 120-250 118-150 2-100 1.9% 0-092 0.2% 56% False False 504,502
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 0-019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-226
2.618 120-132
1.618 120-074
1.000 120-038
0.618 120-016
HIGH 119-300
0.618 119-278
0.500 119-271
0.382 119-264
LOW 119-242
0.618 119-206
1.000 119-184
1.618 119-148
2.618 119-090
4.250 118-316
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 119-271 119-235
PP 119-261 119-227
S1 119-252 119-220

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

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