ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 120-150 120-190 0-040 0.1% 121-050
High 120-222 120-305 0-083 0.2% 121-100
Low 120-142 120-130 -0-012 0.0% 120-060
Close 120-192 120-285 0-093 0.2% 120-100
Range 0-080 0-175 0-095 118.8% 1-040
ATR 0-096 0-102 0-006 5.9% 0-000
Volume 13,961 9,142 -4,819 -34.5% 306,265
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 122-125 122-060 121-061
R3 121-270 121-205 121-013
R2 121-095 121-095 120-317
R1 121-030 121-030 120-301 121-062
PP 120-240 120-240 120-240 120-256
S1 120-175 120-175 120-269 120-208
S2 120-065 120-065 120-253
S3 119-210 120-000 120-237
S4 119-035 119-145 120-189
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
5 120-305 120-060 0-245 0.6% 0-106 0.3% 92% True False 13,684
10 121-100 120-060 1-040 0.9% 0-103 0.3% 63% False False 63,448
20 121-100 120-060 1-040 0.9% 0-098 0.3% 63% False False 434,683
40 121-100 119-145 1-275 1.5% 0-106 0.3% 77% False False 548,172
60 121-100 119-027 2-073 1.8% 0-104 0.3% 81% False False 518,126
80 121-100 119-027 2-073 1.8% 0-098 0.3% 81% False False 500,065
100 121-100 119-027 2-073 1.8% 0-090 0.2% 81% False False 400,875
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 123-089
2.618 122-123
1.618 121-268
1.000 121-160
0.618 121-093
HIGH 120-305
0.618 120-238
0.500 120-218
0.382 120-197
LOW 120-130
0.618 120-022
1.000 119-275
1.618 119-167
2.618 118-312
4.250 118-026
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 120-262 120-258
PP 120-240 120-231
S1 120-218 120-204

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

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