ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 08-May-2014
Day Change Summary
Previous Current
07-May-2014 08-May-2014 Change Change % Previous Week
Open 118-230 118-260 0-030 0.1% 118-140
High 118-290 119-010 0-040 0.1% 118-270
Low 118-170 118-260 0-090 0.2% 118-060
Close 118-270 119-010 0-060 0.2% 118-210
Range 0-120 0-070 -0-050 -41.7% 0-210
ATR 0-074 0-074 0-000 -0.4% 0-000
Volume 1,201 9,068 7,867 655.0% 20,082
Daily Pivots for day following 08-May-2014
Classic Woodie Camarilla DeMark
R4 119-197 119-173 119-048
R3 119-127 119-103 119-029
R2 119-057 119-057 119-023
R1 119-033 119-033 119-016 119-045
PP 118-307 118-307 118-307 118-312
S1 118-283 118-283 119-004 118-295
S2 118-237 118-237 118-317
S3 118-167 118-213 118-311
S4 118-097 118-143 118-292
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
5 119-010 118-060 0-270 0.7% 0-094 0.2% 100% True False 4,180
10 119-010 118-060 0-270 0.7% 0-077 0.2% 100% True False 4,255
20 119-070 118-030 1-040 0.9% 0-063 0.2% 83% False False 2,565
40 119-170 117-250 1-240 1.5% 0-039 0.1% 71% False False 1,285
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 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-308
2.618 119-193
1.618 119-123
1.000 119-080
0.618 119-053
HIGH 119-010
0.618 118-303
0.500 118-295
0.382 118-287
LOW 118-260
0.618 118-217
1.000 118-190
1.618 118-147
2.618 118-077
4.250 117-282
Fisher Pivots for day following 08-May-2014
Pivot 1 day 3 day
R1 118-318 118-303
PP 118-307 118-277
S1 118-295 118-250

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

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