ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 119-310 120-045 0-055 0.1% 119-177
High 120-005 120-105 0-100 0.3% 120-015
Low 119-202 119-285 0-083 0.2% 119-137
Close 119-275 120-025 0-070 0.2% 119-275
Range 0-123 0-140 0-017 13.8% 0-198
ATR 0-089 0-093 0-004 4.9% 0-000
Volume 924,720 875,697 -49,023 -5.3% 4,443,188
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 121-132 121-058 120-102
R3 120-312 120-238 120-064
R2 120-172 120-172 120-051
R1 120-098 120-098 120-038 120-065
PP 120-032 120-032 120-032 120-015
S1 119-278 119-278 120-012 119-245
S2 119-212 119-212 119-319
S3 119-072 119-138 119-306
S4 118-252 118-318 119-268
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 121-203 121-117 120-064
R3 121-005 120-239 120-009
R2 120-127 120-127 119-311
R1 120-041 120-041 119-293 120-084
PP 119-249 119-249 119-249 119-270
S1 119-163 119-163 119-257 119-206
S2 119-051 119-051 119-239
S3 118-173 118-285 119-221
S4 117-295 118-087 119-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-105 119-167 0-258 0.7% 0-100 0.3% 69% True False 974,280
10 120-105 119-130 0-295 0.8% 0-101 0.3% 73% True False 540,569
20 120-105 119-100 1-005 0.8% 0-087 0.2% 75% True False 275,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-060
2.618 121-152
1.618 121-012
1.000 120-245
0.618 120-192
HIGH 120-105
0.618 120-052
0.500 120-035
0.382 120-018
LOW 119-285
0.618 119-198
1.000 119-145
1.618 119-058
2.618 118-238
4.250 118-010
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 120-035 120-014
PP 120-032 120-004
S1 120-028 119-314

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

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