ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 17-Jan-2014

Day Change Summary
	Previous	Current
	16-Jan-2014	17-Jan-2014	Change	Change %	Previous Week
Open	119-192	119-245	0-053	0.1%	119-260
High	119-260	119-292	0-032	0.1%	120-020
Low	119-182	119-227	0-045	0.1%	119-152
Close	119-242	119-265	0-023	0.1%	119-265
Range	0-078	0-065	-0-013	-16.7%	0-188
ATR	0-097	0-095	-0-002	-2.4%	0-000
Volume	484,215	448,359	-35,856	-7.4%	2,393,402

Daily Pivots for day following 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-136	120-106	119-301
R3	120-071	120-041	119-283
R2	120-006	120-006	119-277
R1	119-296	119-296	119-271	119-311
PP	119-261	119-261	119-261	119-269
S1	119-231	119-231	119-259	119-246
S2	119-196	119-196	119-253
S3	119-131	119-166	119-247
S4	119-066	119-101	119-229

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-176	121-089	120-048
R3	120-308	120-221	119-317
R2	120-120	120-120	119-299
R1	120-033	120-033	119-282	120-076
PP	119-252	119-252	119-252	119-274
S1	119-165	119-165	119-248	119-208
S2	119-064	119-064	119-231
S3	118-196	118-297	119-213
S4	118-008	118-109	119-162

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-020	119-152	0-188	0.5%	0-085	0.2%	60%	False	False	478,680
10	120-020	119-027	0-313	0.8%	0-103	0.3%	76%	False	False	552,933
20	120-035	119-027	1-008	0.9%	0-095	0.2%	73%	False	False	456,054
40	121-030	119-027	2-003	1.7%	0-093	0.2%	37%	False	False	487,732
60	121-030	119-027	2-003	1.7%	0-081	0.2%	37%	False	False	327,288

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	120-248
2.618	120-142
1.618	120-077
1.000	120-037
0.618	120-012
HIGH	119-292
0.618	119-267
0.500	119-260
0.382	119-252
LOW	119-227
0.618	119-187
1.000	119-162
1.618	119-122
2.618	119-057
4.250	118-271

Fisher Pivots for day following 17-Jan-2014
Pivot	1 day	3 day
R1	119-263	119-251
PP	119-261	119-236
S1	119-260	119-222

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols