ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 120-260 119-285 -0-295 -0.8% 120-120
High 120-260 120-002 -0-258 -0.7% 121-025
Low 119-255 119-262 0-007 0.0% 120-080
Close 120-005 119-300 -0-025 -0.1% 120-282
Range 1-005 0-060 -0-265 -81.5% 0-265
ATR 0-112 0-109 -0-004 -3.1% 0-000
Volume 16,639 8,563 -8,076 -48.5% 51,434
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 120-155 120-127 120-013
R3 120-095 120-067 119-316
R2 120-035 120-035 119-311
R1 120-007 120-007 119-306 120-021
PP 119-295 119-295 119-295 119-302
S1 119-267 119-267 119-294 119-281
S2 119-235 119-235 119-289
S3 119-175 119-207 119-284
S4 119-115 119-147 119-267
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
5 121-025 119-255 1-090 1.1% 0-116 0.3% 11% False False 8,936
10 121-025 119-255 1-090 1.1% 0-111 0.3% 11% False False 11,310
20 121-100 119-255 1-165 1.3% 0-100 0.3% 9% False False 296,233
40 121-100 119-145 1-275 1.6% 0-109 0.3% 26% False False 487,298
60 121-100 119-027 2-073 1.9% 0-103 0.3% 38% False False 467,642
80 121-100 119-027 2-073 1.9% 0-101 0.3% 38% False False 497,441
100 121-100 119-027 2-073 1.9% 0-094 0.2% 38% False False 401,301
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-257
2.618 120-159
1.618 120-099
1.000 120-062
0.618 120-039
HIGH 120-002
0.618 119-299
0.500 119-292
0.382 119-285
LOW 119-262
0.618 119-225
1.000 119-202
1.618 119-165
2.618 119-105
4.250 119-007
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 119-297 120-098
PP 119-295 120-058
S1 119-292 120-019

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

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