ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 120-302 121-005 0-023 0.1% 120-202
High 121-032 121-015 -0-017 0.0% 121-032
Low 120-287 120-217 -0-070 -0.2% 120-150
Close 121-010 120-290 -0-040 -0.1% 120-290
Range 0-065 0-118 0-053 81.5% 0-202
ATR 0-099 0-101 0-001 1.3% 0-000
Volume 1,358,985 284,739 -1,074,246 -79.0% 4,965,702
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 121-315 121-260 121-035
R3 121-197 121-142 121-002
R2 121-079 121-079 120-312
R1 121-024 121-024 120-301 120-312
PP 120-281 120-281 120-281 120-265
S1 120-226 120-226 120-279 120-194
S2 120-163 120-163 120-268
S3 120-045 120-108 120-258
S4 119-247 119-310 120-225
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 122-230 122-142 121-081
R3 122-028 121-260 121-026
R2 121-146 121-146 121-007
R1 121-058 121-058 120-309 121-102
PP 120-264 120-264 120-264 120-286
S1 120-176 120-176 120-271 120-220
S2 120-062 120-062 120-253
S3 119-180 119-294 120-234
S4 118-298 119-092 120-179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-032 120-150 0-202 0.5% 0-085 0.2% 69% False False 993,140
10 121-032 120-137 0-215 0.6% 0-095 0.2% 71% False False 781,121
20 121-032 120-110 0-242 0.6% 0-099 0.3% 74% False False 705,791
40 121-032 119-027 2-005 1.7% 0-106 0.3% 90% False False 658,974
60 121-032 119-027 2-005 1.7% 0-102 0.3% 90% False False 593,500
80 121-032 119-027 2-005 1.7% 0-095 0.2% 90% False False 496,606
100 121-032 119-027 2-005 1.7% 0-083 0.2% 90% False False 397,395
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-196
2.618 122-004
1.618 121-206
1.000 121-133
0.618 121-088
HIGH 121-015
0.618 120-290
0.500 120-276
0.382 120-262
LOW 120-217
0.618 120-144
1.000 120-099
1.618 120-026
2.618 119-228
4.250 119-036
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 120-285 120-288
PP 120-281 120-286
S1 120-276 120-284

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

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