ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 29-May-2014
Day Change Summary
Previous Current
28-May-2014 29-May-2014 Change Change % Previous Week
Open 119-190 119-265 0-075 0.2% 119-150
High 119-300 120-015 0-035 0.1% 119-240
Low 119-187 119-227 0-040 0.1% 119-130
Close 119-290 119-260 -0-030 -0.1% 119-190
Range 0-113 0-108 -0-005 -4.4% 0-110
ATR 0-078 0-080 0-002 2.7% 0-000
Volume 1,173,106 778,573 -394,533 -33.6% 459,239
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 120-278 120-217 119-319
R3 120-170 120-109 119-290
R2 120-062 120-062 119-280
R1 120-001 120-001 119-270 119-298
PP 119-274 119-274 119-274 119-262
S1 119-213 119-213 119-250 119-190
S2 119-166 119-166 119-240
S3 119-058 119-105 119-230
S4 118-270 118-317 119-201
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 120-197 120-143 119-250
R3 120-087 120-033 119-220
R2 119-297 119-297 119-210
R1 119-243 119-243 119-200 119-270
PP 119-187 119-187 119-187 119-200
S1 119-133 119-133 119-180 119-160
S2 119-077 119-077 119-170
S3 118-287 119-023 119-160
S4 118-177 118-233 119-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-015 119-130 0-205 0.5% 0-078 0.2% 63% True False 501,828
10 120-015 119-050 0-285 0.7% 0-083 0.2% 74% True False 266,592
20 120-015 118-060 1-275 1.6% 0-085 0.2% 87% True False 136,571
40 120-015 117-250 2-085 1.9% 0-068 0.2% 90% True False 68,951
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 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-154
2.618 120-298
1.618 120-190
1.000 120-123
0.618 120-082
HIGH 120-015
0.618 119-294
0.500 119-281
0.382 119-268
LOW 119-227
0.618 119-160
1.000 119-119
1.618 119-052
2.618 118-264
4.250 118-088
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 119-281 119-254
PP 119-274 119-248
S1 119-267 119-242

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

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