ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 119-232 119-225 -0-007 0.0% 119-177
High 119-255 119-235 -0-020 -0.1% 120-015
Low 119-182 119-160 -0-022 -0.1% 119-137
Close 119-235 119-185 -0-050 -0.1% 119-275
Range 0-073 0-075 0-002 2.7% 0-198
ATR 0-094 0-093 -0-001 -1.4% 0-000
Volume 626,575 500,551 -126,024 -20.1% 4,443,188
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 120-098 120-057 119-226
R3 120-023 119-302 119-206
R2 119-268 119-268 119-199
R1 119-227 119-227 119-192 119-210
PP 119-193 119-193 119-193 119-185
S1 119-152 119-152 119-178 119-135
S2 119-118 119-118 119-171
S3 119-043 119-077 119-164
S4 118-288 119-002 119-144
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
5 120-105 119-160 0-265 0.7% 0-108 0.3% 9% False True 720,884
10 120-105 119-130 0-295 0.8% 0-091 0.2% 19% False False 714,907
20 120-105 119-100 1-005 0.8% 0-087 0.2% 26% False False 364,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-234
2.618 120-111
1.618 120-036
1.000 119-310
0.618 119-281
HIGH 119-235
0.618 119-206
0.500 119-198
0.382 119-189
LOW 119-160
0.618 119-114
1.000 119-085
1.618 119-039
2.618 118-284
4.250 118-161
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 119-198 119-256
PP 119-193 119-232
S1 119-189 119-209

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

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