ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 118-260 118-310 0-050 0.1% 118-200
High 119-010 119-020 0-010 0.0% 119-020
Low 118-260 118-290 0-030 0.1% 118-170
Close 119-010 119-000 -0-010 0.0% 119-000
Range 0-070 0-050 -0-020 -28.6% 0-170
ATR 0-074 0-072 -0-002 -2.3% 0-000
Volume 9,068 5,520 -3,548 -39.1% 23,930
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 119-147 119-123 119-028
R3 119-097 119-073 119-014
R2 119-047 119-047 119-009
R1 119-023 119-023 119-005 119-035
PP 118-317 118-317 118-317 119-002
S1 118-293 118-293 118-315 118-305
S2 118-267 118-267 118-311
S3 118-217 118-243 118-306
S4 118-167 118-193 118-292
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 120-147 120-083 119-094
R3 119-297 119-233 119-047
R2 119-127 119-127 119-031
R1 119-063 119-063 119-016 119-095
PP 118-277 118-277 118-277 118-292
S1 118-213 118-213 118-304 118-245
S2 118-107 118-107 118-289
S3 117-257 118-043 118-273
S4 117-087 117-193 118-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-020 118-170 0-170 0.4% 0-066 0.2% 88% True False 4,786
10 119-020 118-060 0-280 0.7% 0-077 0.2% 93% True False 4,401
20 119-070 118-030 1-040 0.9% 0-066 0.2% 81% False False 2,730
40 119-170 117-250 1-240 1.5% 0-040 0.1% 70% False False 1,423
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 0-009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-232
2.618 119-151
1.618 119-101
1.000 119-070
0.618 119-051
HIGH 119-020
0.618 119-001
0.500 118-315
0.382 118-309
LOW 118-290
0.618 118-259
1.000 118-240
1.618 118-209
2.618 118-159
4.250 118-078
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 118-318 118-298
PP 118-317 118-277
S1 118-315 118-255

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

View Archives - Comment on this page... - Back to Index of Symbols