ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 25-Mar-2014
Day Change Summary
Previous Current
24-Mar-2014 25-Mar-2014 Change Change % Previous Week
Open 118-267 118-240 -0-027 -0.1% 119-257
High 118-270 118-287 0-017 0.0% 119-275
Low 118-170 118-217 0-047 0.1% 118-225
Close 118-235 118-262 0-027 0.1% 118-265
Range 0-100 0-070 -0-030 -30.0% 1-050
ATR 0-108 0-105 -0-003 -2.5% 0-000
Volume 859,663 716,265 -143,398 -16.7% 3,954,263
Daily Pivots for day following 25-Mar-2014
Classic Woodie Camarilla DeMark
R4 119-145 119-114 118-300
R3 119-075 119-044 118-281
R2 119-005 119-005 118-275
R1 118-294 118-294 118-268 118-310
PP 118-255 118-255 118-255 118-263
S1 118-224 118-224 118-256 118-240
S2 118-185 118-185 118-249
S3 118-115 118-154 118-243
S4 118-045 118-084 118-224
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% 0-132 0.3% 23% False False 892,904
10 120-015 118-170 1-165 1.3% 0-120 0.3% 19% False False 800,457
20 120-105 118-170 1-255 1.5% 0-110 0.3% 16% False False 793,924
40 120-105 118-170 1-255 1.5% 0-094 0.2% 16% False False 431,891
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-264
2.618 119-150
1.618 119-080
1.000 119-037
0.618 119-010
HIGH 118-287
0.618 118-260
0.500 118-252
0.382 118-244
LOW 118-217
0.618 118-174
1.000 118-147
1.618 118-104
2.618 118-034
4.250 117-240
Fisher Pivots for day following 25-Mar-2014
Pivot 1 day 3 day
R1 118-259 118-254
PP 118-255 118-246
S1 118-252 118-238

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

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