ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 120-212 120-120 -0-092 -0.2% 121-050
High 120-225 120-137 -0-088 -0.2% 121-100
Low 120-060 120-080 0-020 0.1% 120-060
Close 120-100 120-125 0-025 0.1% 120-100
Range 0-165 0-057 -0-108 -65.5% 1-040
ATR 0-104 0-100 -0-003 -3.2% 0-000
Volume 24,947 9,900 -15,047 -60.3% 306,265
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 120-285 120-262 120-156
R3 120-228 120-205 120-141
R2 120-171 120-171 120-135
R1 120-148 120-148 120-130 120-160
PP 120-114 120-114 120-114 120-120
S1 120-091 120-091 120-120 120-102
S2 120-057 120-057 120-115
S3 120-000 120-034 120-109
S4 119-263 119-297 120-094
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 123-313 123-087 120-298
R3 122-273 122-047 120-199
R2 121-233 121-233 120-166
R1 121-007 121-007 120-133 120-260
PP 120-193 120-193 120-193 120-160
S1 119-287 119-287 120-067 119-220
S2 119-153 119-153 120-034
S3 118-113 118-247 120-001
S4 117-073 117-207 119-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-045 120-060 0-305 0.8% 0-096 0.2% 21% False False 40,030
10 121-100 120-060 1-040 0.9% 0-095 0.2% 18% False False 450,297
20 121-100 120-060 1-040 0.9% 0-095 0.2% 18% False False 504,663
40 121-100 119-060 2-040 1.8% 0-108 0.3% 57% False False 592,853
60 121-100 119-027 2-073 1.9% 0-102 0.3% 59% False False 540,598
80 121-100 119-027 2-073 1.9% 0-098 0.3% 59% False False 499,954
100 121-100 119-027 2-073 1.9% 0-089 0.2% 59% False False 400,541
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 0-014
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 121-059
2.618 120-286
1.618 120-229
1.000 120-194
0.618 120-172
HIGH 120-137
0.618 120-115
0.500 120-108
0.382 120-102
LOW 120-080
0.618 120-045
1.000 120-023
1.618 119-308
2.618 119-251
4.250 119-158
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 120-120 120-156
PP 120-114 120-146
S1 120-108 120-135

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

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