ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 119-210 119-180 -0-030 -0.1% 118-280
High 119-240 119-190 -0-050 -0.1% 119-200
Low 119-140 119-130 -0-010 0.0% 118-250
Close 119-190 119-150 -0-040 -0.1% 119-140
Range 0-100 0-060 -0-040 -40.0% 0-270
ATR 0-080 0-079 -0-001 -1.8% 0-000
Volume 96,268 124,686 28,418 29.5% 63,134
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 120-017 119-303 119-183
R3 119-277 119-243 119-166
R2 119-217 119-217 119-161
R1 119-183 119-183 119-156 119-170
PP 119-157 119-157 119-157 119-150
S1 119-123 119-123 119-144 119-110
S2 119-097 119-097 119-139
S3 119-037 119-063 119-134
S4 118-297 119-003 119-117
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
5 119-240 119-130 0-110 0.3% 0-070 0.2% 18% False True 54,523
10 119-240 118-250 0-310 0.8% 0-081 0.2% 71% False False 32,226
20 119-240 118-060 1-180 1.3% 0-079 0.2% 82% False False 18,240
40 119-240 117-250 1-310 1.6% 0-059 0.2% 86% False False 9,341
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 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-125
2.618 120-027
1.618 119-287
1.000 119-250
0.618 119-227
HIGH 119-190
0.618 119-167
0.500 119-160
0.382 119-153
LOW 119-130
0.618 119-093
1.000 119-070
1.618 119-033
2.618 118-293
4.250 118-195
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 119-160 119-185
PP 119-157 119-173
S1 119-153 119-162

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

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