ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 03-Apr-2014
Day Change Summary
Previous Current
02-Apr-2014 03-Apr-2014 Change Change % Previous Week
Open 118-297 118-200 -0-097 -0.3% 118-267
High 118-300 118-232 -0-068 -0.2% 119-040
Low 118-190 118-187 -0-003 0.0% 118-170
Close 118-200 118-205 0-005 0.0% 118-285
Range 0-110 0-045 -0-065 -59.1% 0-190
ATR 0-100 0-096 -0-004 -3.9% 0-000
Volume 599,865 553,313 -46,552 -7.8% 3,766,719
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 119-023 118-319 118-230
R3 118-298 118-274 118-217
R2 118-253 118-253 118-213
R1 118-229 118-229 118-209 118-241
PP 118-208 118-208 118-208 118-214
S1 118-184 118-184 118-201 118-196
S2 118-163 118-163 118-197
S3 118-118 118-139 118-193
S4 118-073 118-094 118-180
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
5 119-012 118-187 0-145 0.4% 0-079 0.2% 12% False True 610,370
10 119-040 118-170 0-190 0.5% 0-083 0.2% 18% False False 694,787
20 120-015 118-170 1-165 1.3% 0-105 0.3% 7% False False 733,618
40 120-105 118-170 1-255 1.5% 0-096 0.3% 6% False False 549,015
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 119-103
2.618 119-030
1.618 118-305
1.000 118-277
0.618 118-260
HIGH 118-232
0.618 118-215
0.500 118-210
0.382 118-204
LOW 118-187
0.618 118-159
1.000 118-142
1.618 118-114
2.618 118-069
4.250 117-316
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 118-210 118-254
PP 118-208 118-237
S1 118-206 118-221

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

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