ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 14-Jan-2014
Day Change Summary
Previous Current
13-Jan-2014 14-Jan-2014 Change Change % Previous Week
Open 119-260 119-317 0-057 0.1% 119-097
High 120-020 120-005 -0-015 0.0% 119-282
Low 119-260 119-230 -0-030 -0.1% 119-027
Close 120-002 119-240 -0-082 -0.2% 119-272
Range 0-080 0-095 0-015 18.8% 0-255
ATR 0-098 0-098 0-000 -0.2% 0-000
Volume 455,732 460,288 4,556 1.0% 3,135,936
Daily Pivots for day following 14-Jan-2014
Classic Woodie Camarilla DeMark
R4 120-230 120-170 119-292
R3 120-135 120-075 119-266
R2 120-040 120-040 119-257
R1 119-300 119-300 119-249 119-282
PP 119-265 119-265 119-265 119-256
S1 119-205 119-205 119-231 119-188
S2 119-170 119-170 119-223
S3 119-075 119-110 119-214
S4 118-300 119-015 119-188
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 121-319 121-230 120-092
R3 121-064 120-295 120-022
R2 120-129 120-129 119-319
R1 120-040 120-040 119-295 120-084
PP 119-194 119-194 119-194 119-216
S1 119-105 119-105 119-249 119-150
S2 118-259 118-259 119-225
S3 118-004 118-170 119-202
S4 117-069 117-235 119-132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-020 119-027 0-313 0.8% 0-123 0.3% 68% False False 637,967
10 120-020 119-027 0-313 0.8% 0-098 0.3% 68% False False 502,852
20 120-147 119-027 1-120 1.1% 0-099 0.3% 48% False False 458,033
40 121-030 119-027 2-003 1.7% 0-091 0.2% 33% False False 451,957
60 121-030 119-027 2-003 1.7% 0-079 0.2% 33% False False 302,677
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 False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-089
2.618 120-254
1.618 120-159
1.000 120-100
0.618 120-064
HIGH 120-005
0.618 119-289
0.500 119-278
0.382 119-266
LOW 119-230
0.618 119-171
1.000 119-135
1.618 119-076
2.618 118-301
4.250 118-146
Fisher Pivots for day following 14-Jan-2014
Pivot 1 day 3 day
R1 119-278 119-227
PP 119-265 119-213
S1 119-252 119-200

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

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