ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 121-005 121-050 0-045 0.1% 120-202
High 121-015 121-100 0-085 0.2% 121-032
Low 120-217 120-295 0-078 0.2% 120-150
Close 120-290 121-032 0-062 0.2% 120-290
Range 0-118 0-125 0-007 5.9% 0-202
ATR 0-101 0-103 0-002 2.1% 0-000
Volume 284,739 116,013 -168,726 -59.3% 4,965,702
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 122-091 122-026 121-101
R3 121-286 121-221 121-066
R2 121-161 121-161 121-055
R1 121-096 121-096 121-043 121-066
PP 121-036 121-036 121-036 121-020
S1 120-291 120-291 121-021 120-261
S2 120-231 120-231 121-009
S3 120-106 120-166 120-318
S4 119-301 120-041 120-283
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
5 121-100 120-180 0-240 0.6% 0-095 0.2% 72% True False 860,565
10 121-100 120-137 0-283 0.7% 0-100 0.3% 76% True False 749,188
20 121-100 120-110 0-310 0.8% 0-100 0.3% 78% True False 671,053
40 121-100 119-027 2-073 1.8% 0-108 0.3% 90% True False 653,263
60 121-100 119-027 2-073 1.8% 0-103 0.3% 90% True False 586,842
80 121-100 119-027 2-073 1.8% 0-097 0.2% 90% True False 497,961
100 121-100 119-027 2-073 1.8% 0-084 0.2% 90% True False 398,556
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-311
2.618 122-107
1.618 121-302
1.000 121-225
0.618 121-177
HIGH 121-100
0.618 121-052
0.500 121-038
0.382 121-023
LOW 120-295
0.618 120-218
1.000 120-170
1.618 120-093
2.618 119-288
4.250 119-084
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 121-038 121-021
PP 121-036 121-010
S1 121-034 120-318

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

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