ECBOT 5 Year T-Note Future September 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 117-250 117-260 0-010 0.0% 118-040
High 117-250 117-260 0-010 0.0% 118-120
Low 117-250 117-250 0-000 0.0% 118-040
Close 117-250 117-260 0-010 0.0% 118-060
Range 0-000 0-010 0-010 0-080
ATR 0-050 0-047 -0-003 -5.7% 0-000
Volume 2 14 12 600.0% 34
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 117-287 117-283 117-266
R3 117-277 117-273 117-263
R2 117-267 117-267 117-262
R1 117-263 117-263 117-261 117-265
PP 117-257 117-257 117-257 117-258
S1 117-253 117-253 117-259 117-255
S2 117-247 117-247 117-258
S3 117-237 117-243 117-257
S4 117-227 117-233 117-254
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 118-313 118-267 118-104
R3 118-233 118-187 118-082
R2 118-153 118-153 118-075
R1 118-107 118-107 118-067 118-130
PP 118-073 118-073 118-073 118-085
S1 118-027 118-027 118-053 118-050
S2 117-313 117-313 118-045
S3 117-233 117-267 118-038
S4 117-153 117-187 118-016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-060 117-250 0-130 0.3% 0-002 0.0% 8% False True 11
10 118-120 117-250 0-190 0.5% 0-001 0.0% 5% False True 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 117-302
2.618 117-286
1.618 117-276
1.000 117-270
0.618 117-266
HIGH 117-260
0.618 117-256
0.500 117-255
0.382 117-254
LOW 117-250
0.618 117-244
1.000 117-240
1.618 117-234
2.618 117-224
4.250 117-208
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 117-258 117-295
PP 117-257 117-283
S1 117-255 117-272

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

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