ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 119-262 119-257 -0-005 0.0% 119-080
High 120-015 119-275 -0-060 -0.2% 120-015
Low 119-230 119-190 -0-040 -0.1% 119-047
Close 119-270 119-195 -0-075 -0.2% 119-270
Range 0-105 0-085 -0-020 -19.0% 0-288
ATR 0-101 0-100 -0-001 -1.1% 0-000
Volume 838,396 515,270 -323,126 -38.5% 3,518,390
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 120-155 120-100 119-242
R3 120-070 120-015 119-218
R2 119-305 119-305 119-211
R1 119-250 119-250 119-203 119-235
PP 119-220 119-220 119-220 119-212
S1 119-165 119-165 119-187 119-150
S2 119-135 119-135 119-179
S3 119-050 119-080 119-172
S4 118-285 118-315 119-148
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 122-121 122-004 120-108
R3 121-153 121-036 120-029
R2 120-185 120-185 120-003
R1 120-068 120-068 119-296 120-126
PP 119-217 119-217 119-217 119-247
S1 119-100 119-100 119-244 119-158
S2 118-249 118-249 119-217
S3 117-281 118-132 119-191
S4 116-313 117-164 119-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-015 119-070 0-265 0.7% 0-107 0.3% 47% False False 704,488
10 120-032 119-027 1-005 0.8% 0-105 0.3% 52% False False 674,115
20 120-105 119-027 1-078 1.0% 0-103 0.3% 42% False False 607,342
40 120-105 118-130 1-295 1.6% 0-081 0.2% 63% False False 306,726
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 0-022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-316
2.618 120-178
1.618 120-093
1.000 120-040
0.618 120-008
HIGH 119-275
0.618 119-243
0.500 119-232
0.382 119-222
LOW 119-190
0.618 119-137
1.000 119-105
1.618 119-052
2.618 118-287
4.250 118-149
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 119-232 119-216
PP 119-220 119-209
S1 119-208 119-202

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

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