ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 119-285 119-310 0-025 0.1% 120-260
High 120-002 120-005 0-003 0.0% 120-260
Low 119-262 119-280 0-018 0.0% 119-255
Close 119-300 119-290 -0-010 0.0% 119-290
Range 0-060 0-045 -0-015 -25.0% 1-005
ATR 0-109 0-104 -0-005 -4.2% 0-000
Volume 8,563 234 -8,329 -97.3% 36,958
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 120-113 120-087 119-315
R3 120-068 120-042 119-302
R2 120-023 120-023 119-298
R1 119-317 119-317 119-294 119-308
PP 119-298 119-298 119-298 119-294
S1 119-272 119-272 119-286 119-262
S2 119-253 119-253 119-282
S3 119-208 119-227 119-278
S4 119-163 119-182 119-265
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 123-070 122-185 120-149
R3 122-065 121-180 120-059
R2 121-060 121-060 120-030
R1 120-175 120-175 120-000 120-115
PP 120-055 120-055 120-055 120-025
S1 119-170 119-170 119-260 119-110
S2 119-050 119-050 119-230
S3 118-045 118-165 119-201
S4 117-040 117-160 119-111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-260 119-255 1-005 0.8% 0-105 0.3% 11% False False 7,391
10 121-025 119-255 1-090 1.1% 0-099 0.3% 9% False False 8,839
20 121-100 119-255 1-165 1.3% 0-098 0.3% 7% False False 268,017
40 121-100 119-255 1-165 1.3% 0-105 0.3% 7% False False 464,425
60 121-100 119-027 2-073 1.9% 0-102 0.3% 37% False False 463,142
80 121-100 119-027 2-073 1.9% 0-101 0.3% 37% False False 493,263
100 121-100 119-027 2-073 1.9% 0-094 0.2% 37% False False 401,300
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-196
2.618 120-123
1.618 120-078
1.000 120-050
0.618 120-033
HIGH 120-005
0.618 119-308
0.500 119-302
0.382 119-297
LOW 119-280
0.618 119-252
1.000 119-235
1.618 119-207
2.618 119-162
4.250 119-089
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 119-302 120-098
PP 119-298 120-055
S1 119-294 120-012

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

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