ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 119-110 119-160 0-050 0.1% 120-045
High 119-197 119-292 0-095 0.2% 120-105
Low 119-105 119-097 -0-008 0.0% 119-027
Close 119-167 119-270 0-103 0.3% 119-067
Range 0-092 0-195 0-103 112.0% 1-078
ATR 0-093 0-101 0-007 7.8% 0-000
Volume 605,684 1,030,302 424,618 70.1% 3,583,193
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 121-165 121-092 120-057
R3 120-290 120-217 120-004
R2 120-095 120-095 119-306
R1 120-022 120-022 119-288 120-058
PP 119-220 119-220 119-220 119-238
S1 119-147 119-147 119-252 119-184
S2 119-025 119-025 119-234
S3 118-150 118-272 119-216
S4 117-275 118-077 119-163
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
5 119-292 119-027 0-265 0.7% 0-118 0.3% 92% True False 716,696
10 120-105 119-027 1-078 1.0% 0-113 0.3% 61% False False 718,790
20 120-105 119-027 1-078 1.0% 0-100 0.3% 61% False False 541,542
40 120-105 118-130 1-295 1.6% 0-077 0.2% 75% False False 272,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 122-161
2.618 121-163
1.618 120-288
1.000 120-167
0.618 120-093
HIGH 119-292
0.618 119-218
0.500 119-194
0.382 119-171
LOW 119-097
0.618 118-296
1.000 118-222
1.618 118-101
2.618 117-226
4.250 116-228
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 119-245 119-240
PP 119-220 119-211
S1 119-194 119-181

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

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