ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 118-240 118-245 0-005 0.0% 119-257
High 118-287 119-040 0-073 0.2% 119-275
Low 118-217 118-235 0-018 0.0% 118-225
Close 118-262 119-015 0-073 0.2% 118-265
Range 0-070 0-125 0-055 78.6% 1-050
ATR 0-105 0-107 0-001 1.3% 0-000
Volume 716,265 843,299 127,034 17.7% 3,954,263
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 120-045 119-315 119-084
R3 119-240 119-190 119-049
R2 119-115 119-115 119-038
R1 119-065 119-065 119-026 119-090
PP 118-310 118-310 118-310 119-002
S1 118-260 118-260 119-004 118-285
S2 118-185 118-185 118-312
S3 118-060 118-135 118-301
S4 117-255 118-010 118-266
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
5 119-040 118-170 0-190 0.5% 0-088 0.2% 87% True False 822,558
10 120-015 118-170 1-165 1.3% 0-123 0.3% 34% False False 824,218
20 120-105 118-170 1-255 1.5% 0-111 0.3% 29% False False 780,439
40 120-105 118-170 1-255 1.5% 0-096 0.3% 29% False False 452,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-251
2.618 120-047
1.618 119-242
1.000 119-165
0.618 119-117
HIGH 119-040
0.618 118-312
0.500 118-298
0.382 118-283
LOW 118-235
0.618 118-158
1.000 118-110
1.618 118-033
2.618 117-228
4.250 117-024
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 119-002 118-312
PP 118-310 118-288
S1 118-298 118-265

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

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