ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 30-May-2014
Day Change Summary
Previous Current
29-May-2014 30-May-2014 Change Change % Previous Week
Open 119-265 119-235 -0-030 -0.1% 119-190
High 120-015 119-255 -0-080 -0.2% 120-015
Low 119-227 119-190 -0-037 -0.1% 119-150
Close 119-260 119-242 -0-018 0.0% 119-242
Range 0-108 0-065 -0-043 -39.8% 0-185
ATR 0-080 0-080 -0-001 -0.9% 0-000
Volume 778,573 698,020 -80,553 -10.3% 2,876,842
Daily Pivots for day following 30-May-2014
Classic Woodie Camarilla DeMark
R4 120-104 120-078 119-278
R3 120-039 120-013 119-260
R2 119-294 119-294 119-254
R1 119-268 119-268 119-248 119-281
PP 119-229 119-229 119-229 119-236
S1 119-203 119-203 119-236 119-216
S2 119-164 119-164 119-230
S3 119-099 119-138 119-224
S4 119-034 119-073 119-206
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 121-157 121-065 120-024
R3 120-292 120-200 119-293
R2 120-107 120-107 119-276
R1 120-015 120-015 119-259 120-061
PP 119-242 119-242 119-242 119-266
S1 119-150 119-150 119-225 119-196
S2 119-057 119-057 119-208
S3 118-192 118-285 119-191
S4 118-007 118-100 119-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-015 119-150 0-185 0.5% 0-079 0.2% 50% False False 616,495
10 120-015 119-130 0-205 0.5% 0-075 0.2% 55% False False 335,509
20 120-015 118-060 1-275 1.6% 0-084 0.2% 84% False False 171,281
40 120-015 117-250 2-085 1.9% 0-069 0.2% 87% False False 86,401
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 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-211
2.618 120-105
1.618 120-040
1.000 120-000
0.618 119-295
HIGH 119-255
0.618 119-230
0.500 119-222
0.382 119-215
LOW 119-190
0.618 119-150
1.000 119-125
1.618 119-085
2.618 119-020
4.250 118-234
Fisher Pivots for day following 30-May-2014
Pivot 1 day 3 day
R1 119-236 119-261
PP 119-229 119-255
S1 119-222 119-248

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

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