ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 118-317 118-297 -0-020 -0.1% 118-267
High 119-000 118-300 -0-020 -0.1% 119-040
Low 118-272 118-190 -0-082 -0.2% 118-170
Close 118-287 118-200 -0-087 -0.2% 118-285
Range 0-048 0-110 0-062 129.2% 0-190
ATR 0-100 0-100 0-001 0.7% 0-000
Volume 556,201 599,865 43,664 7.9% 3,766,719
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 119-240 119-170 118-260
R3 119-130 119-060 118-230
R2 119-020 119-020 118-220
R1 118-270 118-270 118-210 118-250
PP 118-230 118-230 118-230 118-220
S1 118-160 118-160 118-190 118-140
S2 118-120 118-120 118-180
S3 118-010 118-050 118-170
S4 117-220 117-260 118-140
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
5 119-030 118-190 0-160 0.4% 0-085 0.2% 6% False True 664,736
10 119-040 118-170 0-190 0.5% 0-086 0.2% 16% False False 743,647
20 120-015 118-170 1-165 1.3% 0-106 0.3% 6% False False 730,980
40 120-105 118-170 1-255 1.5% 0-098 0.3% 5% False False 535,491
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 True
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-128
2.618 119-268
1.618 119-158
1.000 119-090
0.618 119-048
HIGH 118-300
0.618 118-258
0.500 118-245
0.382 118-232
LOW 118-190
0.618 118-122
1.000 118-080
1.618 118-012
2.618 117-222
4.250 117-042
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 118-245 118-258
PP 118-230 118-238
S1 118-215 118-219

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

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