ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 121-050 121-045 -0-005 0.0% 120-202
High 121-100 121-045 -0-055 -0.1% 121-032
Low 120-295 120-240 -0-055 -0.1% 120-150
Close 121-032 120-260 -0-092 -0.2% 120-290
Range 0-125 0-125 0-000 0.0% 0-202
ATR 0-103 0-104 0-002 1.5% 0-000
Volume 116,013 91,806 -24,207 -20.9% 4,965,702
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 122-023 121-267 121-009
R3 121-218 121-142 120-294
R2 121-093 121-093 120-283
R1 121-017 121-017 120-271 120-312
PP 120-288 120-288 120-288 120-276
S1 120-212 120-212 120-249 120-188
S2 120-163 120-163 120-237
S3 120-038 120-087 120-226
S4 119-233 119-282 120-191
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
5 121-100 120-215 0-205 0.5% 0-105 0.3% 22% False False 660,779
10 121-100 120-137 0-283 0.7% 0-100 0.3% 43% False False 717,369
20 121-100 120-110 0-310 0.8% 0-099 0.3% 48% False False 637,537
40 121-100 119-027 2-073 1.8% 0-109 0.3% 78% False False 645,923
60 121-100 119-027 2-073 1.8% 0-103 0.3% 78% False False 576,255
80 121-100 119-027 2-073 1.8% 0-098 0.3% 78% False False 499,040
100 121-100 119-027 2-073 1.8% 0-085 0.2% 78% False False 399,474
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0-028
Fibonacci Retracements and Extensions
4.250 122-256
2.618 122-052
1.618 121-247
1.000 121-170
0.618 121-122
HIGH 121-045
0.618 120-317
0.500 120-302
0.382 120-288
LOW 120-240
0.618 120-163
1.000 120-115
1.618 120-038
2.618 119-233
4.250 119-029
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 120-302 120-318
PP 120-288 120-299
S1 120-274 120-280

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

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