ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 120-280 120-260 -0-020 -0.1% 120-120
High 121-025 120-260 -0-085 -0.2% 121-025
Low 120-245 120-207 -0-038 -0.1% 120-080
Close 120-282 120-207 -0-075 -0.2% 120-282
Range 0-100 0-053 -0-047 -47.0% 0-265
ATR 0-102 0-100 -0-002 -1.9% 0-000
Volume 7,957 6,601 -1,356 -17.0% 51,434
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 121-064 121-028 120-236
R3 121-011 120-295 120-222
R2 120-278 120-278 120-217
R1 120-242 120-242 120-212 120-234
PP 120-225 120-225 120-225 120-220
S1 120-189 120-189 120-202 120-180
S2 120-172 120-172 120-197
S3 120-119 120-136 120-192
S4 120-066 120-083 120-178
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 123-071 122-281 121-108
R3 122-126 122-016 121-035
R2 121-181 121-181 121-011
R1 121-071 121-071 120-306 121-126
PP 120-236 120-236 120-236 120-263
S1 120-126 120-126 120-258 120-181
S2 119-291 119-291 120-233
S3 119-026 119-181 120-209
S4 118-081 118-236 120-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-025 120-102 0-243 0.6% 0-093 0.2% 43% False False 9,627
10 121-045 120-060 0-305 0.8% 0-094 0.2% 48% False False 24,828
20 121-100 120-060 1-040 0.9% 0-097 0.3% 41% False False 387,008
40 121-100 119-145 1-275 1.5% 0-105 0.3% 64% False False 522,811
60 121-100 119-027 2-073 1.8% 0-104 0.3% 70% False False 506,298
80 121-100 119-027 2-073 1.8% 0-099 0.3% 70% False False 499,989
100 121-100 119-027 2-073 1.8% 0-091 0.2% 70% False False 401,019
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-017
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 121-165
2.618 121-079
1.618 121-026
1.000 120-313
0.618 120-293
HIGH 120-260
0.618 120-240
0.500 120-234
0.382 120-227
LOW 120-207
0.618 120-174
1.000 120-154
1.618 120-121
2.618 120-068
4.250 119-302
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 120-234 120-238
PP 120-225 120-227
S1 120-216 120-217

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

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