ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 119-275 119-240 -0-035 -0.1% 119-247
High 119-300 119-240 -0-060 -0.2% 119-300
Low 119-242 119-217 -0-025 -0.1% 119-140
Close 119-242 119-225 -0-017 0.0% 119-225
Range 0-058 0-023 -0-035 -60.3% 0-160
ATR 0-090 0-085 -0-005 -5.1% 0-000
Volume 1,285 2,474 1,189 92.5% 15,842
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 119-296 119-284 119-238
R3 119-273 119-261 119-231
R2 119-250 119-250 119-229
R1 119-238 119-238 119-227 119-232
PP 119-227 119-227 119-227 119-225
S1 119-215 119-215 119-223 119-210
S2 119-204 119-204 119-221
S3 119-181 119-192 119-219
S4 119-158 119-169 119-212
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 121-062 120-303 119-313
R3 120-222 120-143 119-269
R2 120-062 120-062 119-254
R1 119-303 119-303 119-240 119-262
PP 119-222 119-222 119-222 119-201
S1 119-143 119-143 119-210 119-102
S2 119-062 119-062 119-196
S3 118-222 118-303 119-181
S4 118-062 118-143 119-137
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% 0-066 0.2% 53% False False 3,168
10 119-300 119-140 0-160 0.4% 0-069 0.2% 53% False False 6,776
20 120-250 119-140 1-110 1.1% 0-077 0.2% 20% False False 268,847
40 120-250 119-005 1-245 1.5% 0-084 0.2% 39% False False 470,125
60 120-250 118-150 2-100 1.9% 0-089 0.2% 53% False False 538,896
80 120-250 118-150 2-100 1.9% 0-095 0.2% 53% False False 599,281
100 120-250 118-150 2-100 1.9% 0-092 0.2% 53% False False 504,500
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 0-014
Narrowest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 120-018
2.618 119-300
1.618 119-277
1.000 119-263
0.618 119-254
HIGH 119-240
0.618 119-231
0.500 119-228
0.382 119-226
LOW 119-217
0.618 119-203
1.000 119-194
1.618 119-180
2.618 119-157
4.250 119-119
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 119-228 119-223
PP 119-227 119-222
S1 119-226 119-220

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

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