ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 119-257 119-202 -0-055 -0.1% 119-080
High 119-275 119-252 -0-023 -0.1% 120-015
Low 119-190 119-192 0-002 0.0% 119-047
Close 119-195 119-235 0-040 0.1% 119-270
Range 0-085 0-060 -0-025 -29.4% 0-288
ATR 0-100 0-097 -0-003 -2.9% 0-000
Volume 515,270 550,400 35,130 6.8% 3,518,390
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 120-086 120-061 119-268
R3 120-026 120-001 119-252
R2 119-286 119-286 119-246
R1 119-261 119-261 119-240 119-274
PP 119-226 119-226 119-226 119-233
S1 119-201 119-201 119-230 119-214
S2 119-166 119-166 119-224
S3 119-106 119-141 119-218
S4 119-046 119-081 119-202
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
5 120-015 119-097 0-238 0.6% 0-107 0.3% 58% False False 708,010
10 120-015 119-027 0-308 0.8% 0-099 0.3% 68% False False 661,467
20 120-105 119-027 1-078 1.0% 0-100 0.3% 52% False False 634,273
40 120-105 118-130 1-295 1.6% 0-083 0.2% 69% False False 320,479
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-187
2.618 120-089
1.618 120-029
1.000 119-312
0.618 119-289
HIGH 119-252
0.618 119-229
0.500 119-222
0.382 119-215
LOW 119-192
0.618 119-155
1.000 119-132
1.618 119-095
2.618 119-035
4.250 118-257
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 119-231 119-262
PP 119-226 119-253
S1 119-222 119-244

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

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