ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 119-237 118-290 -0-267 -0.7% 119-080
High 119-252 118-315 -0-257 -0.7% 120-015
Low 118-225 118-240 0-015 0.0% 119-047
Close 118-305 118-275 -0-030 -0.1% 119-270
Range 1-027 0-075 -0-272 -78.4% 0-288
ATR 0-115 0-112 -0-003 -2.5% 0-000
Volume 1,195,028 1,041,915 -153,113 -12.8% 3,518,390
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 119-182 119-143 118-316
R3 119-107 119-068 118-296
R2 119-032 119-032 118-289
R1 118-313 118-313 118-282 118-295
PP 118-277 118-277 118-277 118-268
S1 118-238 118-238 118-268 118-220
S2 118-202 118-202 118-261
S3 118-127 118-163 118-254
S4 118-052 118-088 118-234
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
5 120-015 118-225 1-110 1.1% 0-134 0.4% 12% False False 828,201
10 120-015 118-225 1-110 1.1% 0-126 0.3% 12% False False 772,449
20 120-105 118-225 1-200 1.4% 0-109 0.3% 10% False False 743,678
40 120-105 118-225 1-200 1.4% 0-092 0.2% 10% False False 376,358
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-314
2.618 119-191
1.618 119-116
1.000 119-070
0.618 119-041
HIGH 118-315
0.618 118-286
0.500 118-278
0.382 118-269
LOW 118-240
0.618 118-194
1.000 118-165
1.618 118-119
2.618 118-044
4.250 117-241
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 118-278 119-078
PP 118-277 119-037
S1 118-276 118-316

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

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