ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 04-Apr-2014
Day Change Summary
Previous Current
03-Apr-2014 04-Apr-2014 Change Change % Previous Week
Open 118-200 118-187 -0-013 0.0% 118-260
High 118-232 119-030 0-118 0.3% 119-030
Low 118-187 118-150 -0-037 -0.1% 118-150
Close 118-205 119-020 0-135 0.4% 119-020
Range 0-045 0-200 0-155 344.4% 0-200
ATR 0-096 0-104 0-007 7.7% 0-000
Volume 553,313 1,036,320 483,007 87.3% 3,565,822
Daily Pivots for day following 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 120-240 120-170 119-130
R3 120-040 119-290 119-075
R2 119-160 119-160 119-057
R1 119-090 119-090 119-038 119-125
PP 118-280 118-280 118-280 118-298
S1 118-210 118-210 119-002 118-245
S2 118-080 118-080 118-303
S3 117-200 118-010 118-285
S4 117-000 117-130 118-230
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 120-240 120-170 119-130
R3 120-040 119-290 119-075
R2 119-160 119-160 119-057
R1 119-090 119-090 119-038 119-125
PP 118-280 118-280 118-280 118-298
S1 118-210 118-210 119-002 118-245
S2 118-080 118-080 118-303
S3 117-200 118-010 118-285
S4 117-000 117-130 118-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-030 118-150 0-200 0.5% 0-104 0.3% 95% True True 713,164
10 119-040 118-150 0-210 0.6% 0-097 0.3% 90% False True 733,254
20 120-015 118-150 1-185 1.3% 0-106 0.3% 38% False True 740,259
40 120-105 118-150 1-275 1.6% 0-100 0.3% 32% False True 574,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 121-240
2.618 120-234
1.618 120-034
1.000 119-230
0.618 119-154
HIGH 119-030
0.618 118-274
0.500 118-250
0.382 118-226
LOW 118-150
0.618 118-026
1.000 117-270
1.618 117-146
2.618 116-266
4.250 115-260
Fisher Pivots for day following 04-Apr-2014
Pivot 1 day 3 day
R1 118-310 118-310
PP 118-280 118-280
S1 118-250 118-250

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

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