ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 119-235 119-192 -0-043 -0.1% 119-097
High 119-260 119-260 0-000 0.0% 119-282
Low 119-152 119-182 0-030 0.1% 119-027
Close 119-195 119-242 0-047 0.1% 119-272
Range 0-108 0-078 -0-030 -27.8% 0-255
ATR 0-098 0-097 -0-001 -1.5% 0-000
Volume 544,808 484,215 -60,593 -11.1% 3,135,936
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 120-142 120-110 119-285
R3 120-064 120-032 119-263
R2 119-306 119-306 119-256
R1 119-274 119-274 119-249 119-290
PP 119-228 119-228 119-228 119-236
S1 119-196 119-196 119-235 119-212
S2 119-150 119-150 119-228
S3 119-072 119-118 119-221
S4 118-314 119-040 119-199
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 121-319 121-230 120-092
R3 121-064 120-295 120-022
R2 120-129 120-129 119-319
R1 120-040 120-040 119-295 120-084
PP 119-194 119-194 119-194 119-216
S1 119-105 119-105 119-249 119-150
S2 118-259 118-259 119-225
S3 118-004 118-170 119-202
S4 117-069 117-235 119-132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-020 119-060 0-280 0.7% 0-117 0.3% 65% False False 569,962
10 120-020 119-027 0-313 0.8% 0-103 0.3% 69% False False 546,637
20 120-147 119-027 1-120 1.1% 0-102 0.3% 49% False False 473,274
40 121-030 119-027 2-003 1.7% 0-093 0.2% 33% False False 477,167
60 121-030 119-027 2-003 1.7% 0-081 0.2% 33% False False 319,824
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-272
2.618 120-144
1.618 120-066
1.000 120-018
0.618 119-308
HIGH 119-260
0.618 119-230
0.500 119-221
0.382 119-212
LOW 119-182
0.618 119-134
1.000 119-104
1.618 119-056
2.618 118-298
4.250 118-170
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 119-235 119-241
PP 119-228 119-240
S1 119-221 119-238

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

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