ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 119-160 119-150 -0-010 0.0% 118-280
High 119-170 119-200 0-030 0.1% 119-200
Low 119-130 119-140 0-010 0.0% 118-250
Close 119-140 119-160 0-020 0.1% 119-140
Range 0-040 0-060 0-020 50.0% 0-270
ATR 0-079 0-078 -0-001 -1.7% 0-000
Volume 19,013 16,639 -2,374 -12.5% 63,134
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 120-027 119-313 119-193
R3 119-287 119-253 119-176
R2 119-227 119-227 119-171
R1 119-193 119-193 119-166 119-210
PP 119-167 119-167 119-167 119-175
S1 119-133 119-133 119-154 119-150
S2 119-107 119-107 119-149
S3 119-047 119-073 119-144
S4 118-307 119-013 119-127
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% 0-094 0.2% 85% True False 14,179
10 119-200 118-170 1-030 0.9% 0-079 0.2% 89% True False 9,981
20 119-200 118-030 1-170 1.3% 0-072 0.2% 92% True False 6,529
40 119-200 117-250 1-270 1.5% 0-053 0.1% 93% True False 3,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-135
2.618 120-037
1.618 119-297
1.000 119-260
0.618 119-237
HIGH 119-200
0.618 119-177
0.500 119-170
0.382 119-163
LOW 119-140
0.618 119-103
1.000 119-080
1.618 119-043
2.618 118-303
4.250 118-205
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 119-170 119-148
PP 119-167 119-137
S1 119-163 119-125

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

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