ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 119-225 119-190 -0-035 -0.1% 120-045
High 119-235 119-205 -0-030 -0.1% 120-105
Low 119-160 119-027 -0-133 -0.3% 119-027
Close 119-185 119-067 -0-118 -0.3% 119-067
Range 0-075 0-178 0-103 137.3% 1-078
ATR 0-093 0-099 0-006 6.6% 0-000
Volume 500,551 903,489 402,938 80.5% 3,583,193
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 120-314 120-208 119-165
R3 120-136 120-030 119-116
R2 119-278 119-278 119-100
R1 119-172 119-172 119-083 119-136
PP 119-100 119-100 119-100 119-082
S1 118-314 118-314 119-051 118-278
S2 118-242 118-242 119-034
S3 118-064 118-136 119-018
S4 117-206 117-278 118-289
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 123-087 122-155 119-286
R3 122-009 121-077 119-176
R2 120-251 120-251 119-140
R1 119-319 119-319 119-103 119-246
PP 119-173 119-173 119-173 119-136
S1 118-241 118-241 119-031 118-168
S2 118-095 118-095 118-314
S3 117-017 117-163 118-278
S4 115-259 116-085 118-168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-105 119-027 1-078 1.0% 0-119 0.3% 10% False True 716,638
10 120-105 119-027 1-078 1.0% 0-103 0.3% 10% False True 802,638
20 120-105 119-027 1-078 1.0% 0-093 0.2% 10% False True 409,002
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 0-021
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 122-002
2.618 121-031
1.618 120-173
1.000 120-063
0.618 119-315
HIGH 119-205
0.618 119-137
0.500 119-116
0.382 119-095
LOW 119-027
0.618 118-237
1.000 118-169
1.618 118-059
2.618 117-201
4.250 116-230
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 119-116 119-141
PP 119-100 119-116
S1 119-083 119-092

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

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