ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 118-187 119-017 0-150 0.4% 118-260
High 119-030 119-095 0-065 0.2% 119-030
Low 118-150 119-015 0-185 0.5% 118-150
Close 119-020 119-067 0-047 0.1% 119-020
Range 0-200 0-080 -0-120 -60.0% 0-200
ATR 0-104 0-102 -0-002 -1.6% 0-000
Volume 1,036,320 610,318 -426,002 -41.1% 3,565,822
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 119-299 119-263 119-111
R3 119-219 119-183 119-089
R2 119-139 119-139 119-082
R1 119-103 119-103 119-074 119-121
PP 119-059 119-059 119-059 119-068
S1 119-023 119-023 119-060 119-041
S2 118-299 118-299 119-052
S3 118-219 118-263 119-045
S4 118-139 118-183 119-023
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
5 119-095 118-150 0-265 0.7% 0-097 0.3% 89% True False 671,203
10 119-095 118-150 0-265 0.7% 0-095 0.2% 89% True False 708,319
20 120-015 118-150 1-185 1.3% 0-107 0.3% 47% False False 745,214
40 120-105 118-150 1-275 1.6% 0-098 0.3% 40% False False 589,721
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-115
2.618 119-304
1.618 119-224
1.000 119-175
0.618 119-144
HIGH 119-095
0.618 119-064
0.500 119-055
0.382 119-046
LOW 119-015
0.618 118-286
1.000 118-255
1.618 118-206
2.618 118-126
4.250 117-315
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 119-063 119-032
PP 119-059 118-317
S1 119-055 118-282

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

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