ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 119-092 119-120 0-028 0.1% 119-095
High 119-142 119-157 0-015 0.0% 119-157
Low 119-077 119-092 0-015 0.0% 119-067
Close 119-130 119-112 -0-018 0.0% 119-112
Range 0-065 0-065 0-000 0.0% 0-090
ATR 0-088 0-087 -0-002 -1.9% 0-000
Volume 344,463 385,391 40,928 11.9% 1,243,943
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 119-315 119-279 119-148
R3 119-250 119-214 119-130
R2 119-185 119-185 119-124
R1 119-149 119-149 119-118 119-134
PP 119-120 119-120 119-120 119-113
S1 119-084 119-084 119-106 119-070
S2 119-055 119-055 119-100
S3 118-310 119-019 119-094
S4 118-245 118-274 119-076
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 120-062 120-017 119-162
R3 119-292 119-247 119-137
R2 119-202 119-202 119-128
R1 119-157 119-157 119-120 119-180
PP 119-112 119-112 119-112 119-123
S1 119-067 119-067 119-104 119-090
S2 119-022 119-022 119-096
S3 118-252 118-297 119-087
S4 118-162 118-207 119-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-157 119-060 0-097 0.3% 0-070 0.2% 54% True False 309,883
10 120-035 119-060 0-295 0.8% 0-086 0.2% 18% False False 359,175
20 120-190 119-060 1-130 1.2% 0-090 0.2% 12% False False 436,918
40 121-030 119-060 1-290 1.6% 0-086 0.2% 9% False False 352,157
60 121-030 119-060 1-290 1.6% 0-069 0.2% 9% False False 235,174
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0-016
Fibonacci Retracements and Extensions
4.250 120-113
2.618 120-007
1.618 119-262
1.000 119-222
0.618 119-197
HIGH 119-157
0.618 119-132
0.500 119-124
0.382 119-117
LOW 119-092
0.618 119-052
1.000 119-027
1.618 118-307
2.618 118-242
4.250 118-136
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 119-124 119-112
PP 119-120 119-112
S1 119-116 119-112

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

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