ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 120-030 119-232 -0-118 -0.3% 119-177
High 120-032 119-255 -0-097 -0.3% 120-015
Low 119-225 119-182 -0-043 -0.1% 119-137
Close 119-245 119-235 -0-010 0.0% 119-275
Range 0-127 0-073 -0-054 -42.5% 0-198
ATR 0-095 0-094 -0-002 -1.7% 0-000
Volume 676,881 626,575 -50,306 -7.4% 4,443,188
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 120-123 120-092 119-275
R3 120-050 120-019 119-255
R2 119-297 119-297 119-248
R1 119-266 119-266 119-242 119-282
PP 119-224 119-224 119-224 119-232
S1 119-193 119-193 119-228 119-208
S2 119-151 119-151 119-222
S3 119-078 119-120 119-215
S4 119-005 119-047 119-195
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
5 120-105 119-182 0-243 0.6% 0-106 0.3% 22% False True 862,572
10 120-105 119-130 0-295 0.8% 0-098 0.3% 36% False False 667,993
20 120-105 119-100 1-005 0.8% 0-089 0.2% 42% False False 340,002
Crabel Price Patterns
NR True
NR4 True
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 0-027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-245
2.618 120-126
1.618 120-053
1.000 120-008
0.618 119-300
HIGH 119-255
0.618 119-227
0.500 119-218
0.382 119-210
LOW 119-182
0.618 119-137
1.000 119-109
1.618 119-064
2.618 118-311
4.250 118-192
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 119-230 119-304
PP 119-224 119-281
S1 119-218 119-258

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

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