ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 119-100 119-160 0-060 0.2% 118-280
High 119-200 119-170 -0-030 -0.1% 119-200
Low 119-050 119-130 0-080 0.2% 118-250
Close 119-160 119-140 -0-020 -0.1% 119-140
Range 0-150 0-040 -0-110 -73.3% 0-270
ATR 0-082 0-079 -0-003 -3.7% 0-000
Volume 8,846 19,013 10,167 114.9% 63,134
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 119-267 119-243 119-162
R3 119-227 119-203 119-151
R2 119-187 119-187 119-147
R1 119-163 119-163 119-144 119-155
PP 119-147 119-147 119-147 119-142
S1 119-123 119-123 119-136 119-115
S2 119-107 119-107 119-133
S3 119-067 119-083 119-129
S4 119-027 119-043 119-118
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 121-260 121-150 119-288
R3 120-310 120-200 119-214
R2 120-040 120-040 119-190
R1 119-250 119-250 119-165 119-305
PP 119-090 119-090 119-090 119-118
S1 118-300 118-300 119-115 119-035
S2 118-140 118-140 119-090
S3 117-190 118-030 119-066
S4 116-240 117-080 118-312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-200 118-250 0-270 0.7% 0-090 0.2% 78% False False 12,626
10 119-200 118-170 1-030 0.9% 0-078 0.2% 83% False False 8,706
20 119-200 118-030 1-170 1.3% 0-068 0.2% 88% False False 5,703
40 119-200 117-250 1-270 1.5% 0-052 0.1% 90% False False 3,001
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-020
2.618 119-275
1.618 119-235
1.000 119-210
0.618 119-195
HIGH 119-170
0.618 119-155
0.500 119-150
0.382 119-145
LOW 119-130
0.618 119-105
1.000 119-090
1.618 119-065
2.618 119-025
4.250 118-280
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 119-150 119-130
PP 119-147 119-120
S1 119-143 119-110

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

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