ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 120-037 120-157 0-120 0.3% 119-267
High 120-202 120-167 -0-035 -0.1% 120-192
Low 120-007 120-095 0-088 0.2% 119-145
Close 120-177 120-152 -0-025 -0.1% 120-057
Range 0-195 0-072 -0-123 -63.1% 1-047
ATR 0-117 0-115 -0-003 -2.1% 0-000
Volume 951,655 790,904 -160,751 -16.9% 2,862,623
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 121-034 121-005 120-192
R3 120-282 120-253 120-172
R2 120-210 120-210 120-165
R1 120-181 120-181 120-159 120-160
PP 120-138 120-138 120-138 120-127
S1 120-109 120-109 120-145 120-088
S2 120-066 120-066 120-139
S3 119-314 120-037 120-132
S4 119-242 119-285 120-112
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 123-166 122-318 120-259
R3 122-119 121-271 120-158
R2 121-072 121-072 120-124
R1 120-224 120-224 120-091 120-308
PP 120-025 120-025 120-025 120-066
S1 119-177 119-177 120-023 119-261
S2 118-298 118-298 119-310
S3 117-251 118-130 119-276
S4 116-204 117-083 119-175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-202 119-305 0-217 0.6% 0-135 0.4% 77% False False 813,307
10 120-202 119-145 1-057 1.0% 0-126 0.3% 87% False False 691,654
20 120-202 119-027 1-175 1.3% 0-114 0.3% 90% False False 612,158
40 120-270 119-027 1-243 1.5% 0-103 0.3% 79% False False 537,355
60 121-030 119-027 2-003 1.7% 0-094 0.2% 69% False False 426,878
80 121-030 119-027 2-003 1.7% 0-079 0.2% 69% False False 320,297
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 121-153
2.618 121-035
1.618 120-283
1.000 120-239
0.618 120-211
HIGH 120-167
0.618 120-139
0.500 120-131
0.382 120-123
LOW 120-095
0.618 120-051
1.000 120-023
1.618 119-299
2.618 119-227
4.250 119-109
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 120-145 120-132
PP 120-138 120-113
S1 120-131 120-094

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

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