ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 119-235 119-155 -0-080 -0.2% 119-260
High 119-245 120-052 0-127 0.3% 120-020
Low 119-150 119-145 -0-005 0.0% 119-152
Close 119-167 120-017 0-170 0.4% 119-265
Range 0-095 0-227 0-132 138.9% 0-188
ATR 0-096 0-105 0-009 9.7% 0-000
Volume 504,418 915,153 410,735 81.4% 2,393,402
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 122-006 121-238 120-142
R3 121-099 121-011 120-079
R2 120-192 120-192 120-059
R1 120-104 120-104 120-038 120-148
PP 119-285 119-285 119-285 119-306
S1 119-197 119-197 119-316 119-241
S2 119-058 119-058 119-295
S3 118-151 118-290 119-275
S4 117-244 118-063 119-212
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
5 120-052 119-145 0-227 0.6% 0-116 0.3% 85% True True 570,001
10 120-052 119-027 1-025 0.9% 0-115 0.3% 90% True False 590,410
20 120-052 119-027 1-025 0.9% 0-098 0.3% 90% True False 460,576
40 121-030 119-027 2-003 1.7% 0-097 0.3% 48% False False 522,101
60 121-030 119-027 2-003 1.7% 0-088 0.2% 48% False False 359,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 123-057
2.618 122-006
1.618 121-099
1.000 120-279
0.618 120-192
HIGH 120-052
0.618 119-285
0.500 119-258
0.382 119-232
LOW 119-145
0.618 119-005
1.000 118-238
1.618 118-098
2.618 117-191
4.250 116-140
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 119-311 119-311
PP 119-285 119-285
S1 119-258 119-258

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

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