ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 120-122 120-150 0-028 0.1% 121-050
High 120-157 120-222 0-065 0.2% 121-100
Low 120-102 120-142 0-040 0.1% 120-060
Close 120-150 120-192 0-042 0.1% 120-100
Range 0-055 0-080 0-025 45.5% 1-040
ATR 0-097 0-096 -0-001 -1.3% 0-000
Volume 10,474 13,961 3,487 33.3% 306,265
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 121-105 121-069 120-236
R3 121-025 120-309 120-214
R2 120-265 120-265 120-207
R1 120-229 120-229 120-199 120-247
PP 120-185 120-185 120-185 120-194
S1 120-149 120-149 120-185 120-167
S2 120-105 120-105 120-177
S3 120-025 120-069 120-170
S4 119-265 119-309 120-148
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
5 120-252 120-060 0-192 0.5% 0-084 0.2% 69% False False 18,325
10 121-100 120-060 1-040 0.9% 0-092 0.2% 37% False False 198,432
20 121-100 120-060 1-040 0.9% 0-094 0.2% 37% False False 458,981
40 121-100 119-145 1-275 1.5% 0-104 0.3% 62% False False 559,451
60 121-100 119-027 2-073 1.8% 0-102 0.3% 68% False False 524,742
80 121-100 119-027 2-073 1.8% 0-097 0.3% 68% False False 500,100
100 121-100 119-027 2-073 1.8% 0-090 0.2% 68% False False 400,784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-242
2.618 121-111
1.618 121-031
1.000 120-302
0.618 120-271
HIGH 120-222
0.618 120-191
0.500 120-182
0.382 120-173
LOW 120-142
0.618 120-093
1.000 120-062
1.618 120-013
2.618 119-253
4.250 119-122
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 120-189 120-178
PP 120-185 120-165
S1 120-182 120-151

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

View Archives - Comment on this page... - Back to Index of Symbols