ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 119-017 118-302 -0-035 -0.1% 118-267
High 119-030 119-012 -0-018 0.0% 119-040
Low 118-272 118-257 -0-015 0.0% 118-170
Close 119-012 118-285 -0-047 -0.1% 118-285
Range 0-078 0-075 -0-003 -3.8% 0-190
ATR 0-105 0-103 -0-002 -2.0% 0-000
Volume 825,140 522,352 -302,788 -36.7% 3,766,719
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 119-196 119-156 119-006
R3 119-121 119-081 118-306
R2 119-046 119-046 118-299
R1 119-006 119-006 118-292 118-308
PP 118-291 118-291 118-291 118-283
S1 118-251 118-251 118-278 118-234
S2 118-216 118-216 118-271
S3 118-141 118-176 118-264
S4 118-066 118-101 118-244
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 120-202 120-113 119-070
R3 120-012 119-243 119-017
R2 119-142 119-142 119-000
R1 119-053 119-053 118-302 119-098
PP 118-272 118-272 118-272 118-294
S1 118-183 118-183 118-268 118-228
S2 118-082 118-082 118-250
S3 117-212 117-313 118-233
S4 117-022 117-123 118-180
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% 0-090 0.2% 61% False False 753,343
10 119-275 118-170 1-105 1.1% 0-108 0.3% 27% False False 772,098
20 120-105 118-170 1-255 1.5% 0-110 0.3% 20% False False 741,128
40 120-105 118-170 1-255 1.5% 0-097 0.3% 20% False False 486,482
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 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-011
2.618 119-208
1.618 119-133
1.000 119-087
0.618 119-058
HIGH 119-012
0.618 118-303
0.500 118-294
0.382 118-286
LOW 118-257
0.618 118-211
1.000 118-182
1.618 118-136
2.618 118-061
4.250 117-258
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 118-294 118-298
PP 118-291 118-293
S1 118-288 118-289

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

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