ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 118-290 118-295 0-005 0.0% 119-257
High 118-315 118-305 -0-010 0.0% 119-275
Low 118-240 118-237 -0-003 0.0% 118-225
Close 118-275 118-265 -0-010 0.0% 118-265
Range 0-075 0-068 -0-007 -9.3% 1-050
ATR 0-112 0-109 -0-003 -2.8% 0-000
Volume 1,041,915 651,650 -390,265 -37.5% 3,954,263
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 119-153 119-117 118-302
R3 119-085 119-049 118-284
R2 119-017 119-017 118-277
R1 118-301 118-301 118-271 118-285
PP 118-269 118-269 118-269 118-261
S1 118-233 118-233 118-259 118-217
S2 118-201 118-201 118-253
S3 118-133 118-165 118-246
S4 118-065 118-097 118-228
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 122-192 121-278 119-148
R3 121-142 120-228 119-047
R2 120-092 120-092 119-013
R1 119-178 119-178 118-299 119-110
PP 119-042 119-042 119-042 119-008
S1 118-128 118-128 118-231 118-060
S2 117-312 117-312 118-197
S3 116-262 117-078 118-163
S4 115-212 116-028 118-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-275 118-225 1-050 1.0% 0-127 0.3% 11% False False 790,852
10 120-015 118-225 1-110 1.1% 0-115 0.3% 9% False False 747,265
20 120-105 118-225 1-200 1.4% 0-109 0.3% 8% False False 774,951
40 120-105 118-225 1-200 1.4% 0-092 0.2% 8% False False 392,609
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-274
2.618 119-163
1.618 119-095
1.000 119-053
0.618 119-027
HIGH 118-305
0.618 118-279
0.500 118-271
0.382 118-263
LOW 118-237
0.618 118-195
1.000 118-169
1.618 118-127
2.618 118-059
4.250 117-268
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 118-271 119-078
PP 118-269 119-034
S1 118-267 118-310

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

View Archives - Comment on this page... - Back to Index of Symbols