ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 118-310 118-280 -0-030 -0.1% 118-200
High 119-020 118-290 -0-050 -0.1% 119-020
Low 118-290 118-250 -0-040 -0.1% 118-170
Close 119-000 118-270 -0-050 -0.1% 119-000
Range 0-050 0-040 -0-010 -20.0% 0-170
ATR 0-072 0-072 0-000 -0.2% 0-000
Volume 5,520 8,877 3,357 60.8% 23,930
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 119-070 119-050 118-292
R3 119-030 119-010 118-281
R2 118-310 118-310 118-277
R1 118-290 118-290 118-274 118-280
PP 118-270 118-270 118-270 118-265
S1 118-250 118-250 118-266 118-240
S2 118-230 118-230 118-263
S3 118-190 118-210 118-259
S4 118-150 118-170 118-248
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% 0-064 0.2% 59% False False 5,783
10 119-020 118-060 0-280 0.7% 0-079 0.2% 75% False False 5,187
20 119-070 118-030 1-040 0.9% 0-066 0.2% 67% False False 3,172
40 119-130 117-250 1-200 1.4% 0-041 0.1% 65% False False 1,645
Crabel Price Patterns
NR True
NR4 True
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 0-010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-140
2.618 119-075
1.618 119-035
1.000 119-010
0.618 118-315
HIGH 118-290
0.618 118-275
0.500 118-270
0.382 118-265
LOW 118-250
0.618 118-225
1.000 118-210
1.618 118-185
2.618 118-145
4.250 118-080
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 118-270 118-295
PP 118-270 118-287
S1 118-270 118-278

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

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