ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 07-May-2014
Day Change Summary
Previous Current
06-May-2014 07-May-2014 Change Change % Previous Week
Open 118-190 118-230 0-040 0.1% 118-140
High 118-230 118-290 0-060 0.2% 118-270
Low 118-190 118-170 -0-020 -0.1% 118-060
Close 118-210 118-270 0-060 0.2% 118-210
Range 0-040 0-120 0-080 200.0% 0-210
ATR 0-070 0-074 0-004 5.0% 0-000
Volume 4,253 1,201 -3,052 -71.8% 20,082
Daily Pivots for day following 07-May-2014
Classic Woodie Camarilla DeMark
R4 119-283 119-237 119-016
R3 119-163 119-117 118-303
R2 119-043 119-043 118-292
R1 118-317 118-317 118-281 119-020
PP 118-243 118-243 118-243 118-255
S1 118-197 118-197 118-259 118-220
S2 118-123 118-123 118-248
S3 118-003 118-077 118-237
S4 117-203 117-277 118-204
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 120-170 120-080 119-006
R3 119-280 119-190 118-268
R2 119-070 119-070 118-248
R1 118-300 118-300 118-229 119-025
PP 118-180 118-180 118-180 118-202
S1 118-090 118-090 118-191 118-135
S2 117-290 117-290 118-172
S3 117-080 117-200 118-152
S4 116-190 116-310 118-094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-290 118-060 0-230 0.6% 0-098 0.3% 91% True False 3,129
10 118-290 118-050 0-240 0.6% 0-075 0.2% 92% True False 3,600
20 119-070 118-030 1-040 0.9% 0-066 0.2% 67% False False 2,112
40 119-170 117-250 1-240 1.5% 0-037 0.1% 61% False False 1,058
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-160
2.618 119-284
1.618 119-164
1.000 119-090
0.618 119-044
HIGH 118-290
0.618 118-244
0.500 118-230
0.382 118-216
LOW 118-170
0.618 118-096
1.000 118-050
1.618 117-296
2.618 117-176
4.250 116-300
Fisher Pivots for day following 07-May-2014
Pivot 1 day 3 day
R1 118-257 118-257
PP 118-243 118-243
S1 118-230 118-230

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

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