ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 120-045 120-030 -0-015 0.0% 119-177
High 120-105 120-032 -0-073 -0.2% 120-015
Low 119-285 119-225 -0-060 -0.2% 119-137
Close 120-025 119-245 -0-100 -0.3% 119-275
Range 0-140 0-127 -0-013 -9.3% 0-198
ATR 0-093 0-095 0-002 2.6% 0-000
Volume 875,697 676,881 -198,816 -22.7% 4,443,188
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 121-015 120-257 119-315
R3 120-208 120-130 119-280
R2 120-081 120-081 119-268
R1 120-003 120-003 119-257 119-298
PP 119-274 119-274 119-274 119-262
S1 119-196 119-196 119-233 119-172
S2 119-147 119-147 119-222
S3 119-020 119-069 119-210
S4 118-213 118-262 119-175
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
5 120-105 119-200 0-225 0.6% 0-109 0.3% 20% False False 959,859
10 120-105 119-130 0-295 0.8% 0-101 0.3% 39% False False 607,079
20 120-105 119-100 1-005 0.8% 0-087 0.2% 45% False False 309,028
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-252
2.618 121-044
1.618 120-237
1.000 120-159
0.618 120-110
HIGH 120-032
0.618 119-303
0.500 119-288
0.382 119-274
LOW 119-225
0.618 119-147
1.000 119-098
1.618 119-020
2.618 118-213
4.250 118-005
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 119-288 119-314
PP 119-274 119-291
S1 119-260 119-268

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

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