ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 119-235 119-222 -0-013 0.0% 119-190
High 119-255 119-227 -0-028 -0.1% 120-015
Low 119-190 119-112 -0-078 -0.2% 119-150
Close 119-242 119-125 -0-117 -0.3% 119-242
Range 0-065 0-115 0-050 76.9% 0-185
ATR 0-080 0-083 0-004 4.5% 0-000
Volume 698,020 664,845 -33,175 -4.8% 2,876,842
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 120-180 120-107 119-188
R3 120-065 119-312 119-157
R2 119-270 119-270 119-146
R1 119-197 119-197 119-136 119-176
PP 119-155 119-155 119-155 119-144
S1 119-082 119-082 119-114 119-061
S2 119-040 119-040 119-104
S3 118-245 118-287 119-093
S4 118-130 118-172 119-062
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
5 120-015 119-112 0-223 0.6% 0-090 0.2% 6% False True 708,337
10 120-015 119-112 0-223 0.6% 0-082 0.2% 6% False True 400,092
20 120-015 118-170 1-165 1.3% 0-080 0.2% 57% False False 204,399
40 120-015 117-280 2-055 1.8% 0-072 0.2% 70% False False 103,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 121-076
2.618 120-208
1.618 120-093
1.000 120-022
0.618 119-298
HIGH 119-227
0.618 119-183
0.500 119-170
0.382 119-156
LOW 119-112
0.618 119-041
1.000 118-317
1.618 118-246
2.618 118-131
4.250 117-263
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 119-170 119-224
PP 119-155 119-191
S1 119-140 119-158

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.