ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 118-295 118-267 -0-028 -0.1% 119-257
High 118-305 118-270 -0-035 -0.1% 119-275
Low 118-237 118-170 -0-067 -0.2% 118-225
Close 118-265 118-235 -0-030 -0.1% 118-265
Range 0-068 0-100 0-032 47.1% 1-050
ATR 0-109 0-108 -0-001 -0.6% 0-000
Volume 651,650 859,663 208,013 31.9% 3,954,263
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 119-205 119-160 118-290
R3 119-105 119-060 118-262
R2 119-005 119-005 118-253
R1 118-280 118-280 118-244 118-252
PP 118-225 118-225 118-225 118-211
S1 118-180 118-180 118-226 118-152
S2 118-125 118-125 118-217
S3 118-025 118-080 118-208
S4 117-245 117-300 118-180
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
5 119-252 118-170 1-082 1.1% 0-130 0.3% 16% False True 859,731
10 120-015 118-170 1-165 1.3% 0-119 0.3% 13% False True 782,109
20 120-105 118-170 1-255 1.5% 0-110 0.3% 11% False True 795,560
40 120-105 118-170 1-255 1.5% 0-094 0.2% 11% False True 414,084
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-055
2.618 119-212
1.618 119-112
1.000 119-050
0.618 119-012
HIGH 118-270
0.618 118-232
0.500 118-220
0.382 118-208
LOW 118-170
0.618 118-108
1.000 118-070
1.618 118-008
2.618 117-228
4.250 117-065
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 118-230 118-242
PP 118-225 118-240
S1 118-220 118-238

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

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