ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 119-222 119-135 -0-087 -0.2% 119-190
High 119-227 119-145 -0-082 -0.2% 120-015
Low 119-112 119-052 -0-060 -0.2% 119-150
Close 119-125 119-065 -0-060 -0.2% 119-242
Range 0-115 0-093 -0-022 -19.1% 0-185
ATR 0-083 0-084 0-001 0.8% 0-000
Volume 664,845 661,675 -3,170 -0.5% 2,876,842
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 120-046 119-309 119-116
R3 119-273 119-216 119-091
R2 119-180 119-180 119-082
R1 119-123 119-123 119-074 119-105
PP 119-087 119-087 119-087 119-078
S1 119-030 119-030 119-056 119-012
S2 118-314 118-314 119-048
S3 118-221 118-257 119-039
S4 118-128 118-164 119-014
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
5 120-015 119-052 0-283 0.7% 0-099 0.3% 5% False True 795,243
10 120-015 119-052 0-283 0.7% 0-085 0.2% 5% False True 464,596
20 120-015 118-170 1-165 1.3% 0-082 0.2% 44% False False 237,288
40 120-015 118-030 1-305 1.6% 0-071 0.2% 57% False False 119,564
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 2 trading days
Fibonacci Retracements and Extensions
4.250 120-220
2.618 120-068
1.618 119-295
1.000 119-238
0.618 119-202
HIGH 119-145
0.618 119-109
0.500 119-098
0.382 119-088
LOW 119-052
0.618 118-315
1.000 118-279
1.618 118-222
2.618 118-129
4.250 117-297
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 119-098 119-154
PP 119-087 119-124
S1 119-076 119-094

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

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