ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 119-190 119-080 -0-110 -0.3% 120-045
High 119-205 119-110 -0-095 -0.2% 120-105
Low 119-027 119-047 0-020 0.1% 119-027
Close 119-067 119-095 0-028 0.1% 119-067
Range 0-178 0-063 -0-115 -64.6% 1-078
ATR 0-099 0-096 -0-003 -2.6% 0-000
Volume 903,489 511,219 -392,270 -43.4% 3,583,193
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 119-273 119-247 119-130
R3 119-210 119-184 119-112
R2 119-147 119-147 119-107
R1 119-121 119-121 119-101 119-134
PP 119-084 119-084 119-084 119-090
S1 119-058 119-058 119-089 119-071
S2 119-021 119-021 119-083
S3 118-278 118-315 119-078
S4 118-215 118-252 119-060
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
5 120-032 119-027 1-005 0.9% 0-103 0.3% 21% False False 643,743
10 120-105 119-027 1-078 1.0% 0-101 0.3% 17% False False 809,011
20 120-105 119-027 1-078 1.0% 0-089 0.2% 17% False False 434,227
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 120-058
2.618 119-275
1.618 119-212
1.000 119-173
0.618 119-149
HIGH 119-110
0.618 119-086
0.500 119-078
0.382 119-071
LOW 119-047
0.618 119-008
1.000 118-304
1.618 118-265
2.618 118-202
4.250 118-099
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 119-090 119-131
PP 119-084 119-119
S1 119-078 119-107

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

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