ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 119-192 119-245 0-053 0.1% 119-260
High 119-260 119-292 0-032 0.1% 120-020
Low 119-182 119-227 0-045 0.1% 119-152
Close 119-242 119-265 0-023 0.1% 119-265
Range 0-078 0-065 -0-013 -16.7% 0-188
ATR 0-097 0-095 -0-002 -2.4% 0-000
Volume 484,215 448,359 -35,856 -7.4% 2,393,402
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 120-136 120-106 119-301
R3 120-071 120-041 119-283
R2 120-006 120-006 119-277
R1 119-296 119-296 119-271 119-311
PP 119-261 119-261 119-261 119-269
S1 119-231 119-231 119-259 119-246
S2 119-196 119-196 119-253
S3 119-131 119-166 119-247
S4 119-066 119-101 119-229
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 121-176 121-089 120-048
R3 120-308 120-221 119-317
R2 120-120 120-120 119-299
R1 120-033 120-033 119-282 120-076
PP 119-252 119-252 119-252 119-274
S1 119-165 119-165 119-248 119-208
S2 119-064 119-064 119-231
S3 118-196 118-297 119-213
S4 118-008 118-109 119-162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-020 119-152 0-188 0.5% 0-085 0.2% 60% False False 478,680
10 120-020 119-027 0-313 0.8% 0-103 0.3% 76% False False 552,933
20 120-035 119-027 1-008 0.9% 0-095 0.2% 73% False False 456,054
40 121-030 119-027 2-003 1.7% 0-093 0.2% 37% False False 487,732
60 121-030 119-027 2-003 1.7% 0-081 0.2% 37% False False 327,288
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 120-248
2.618 120-142
1.618 120-077
1.000 120-037
0.618 120-012
HIGH 119-292
0.618 119-267
0.500 119-260
0.382 119-252
LOW 119-227
0.618 119-187
1.000 119-162
1.618 119-122
2.618 119-057
4.250 118-271
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 119-263 119-251
PP 119-261 119-236
S1 119-260 119-222

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

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