ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 119-155 119-317 0-162 0.4% 119-267
High 120-052 120-192 0-140 0.4% 120-192
Low 119-145 119-307 0-162 0.4% 119-145
Close 120-017 120-057 0-040 0.1% 120-057
Range 0-227 0-205 -0-022 -9.7% 1-047
ATR 0-105 0-113 0-007 6.7% 0-000
Volume 915,153 945,190 30,037 3.3% 2,862,623
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 122-054 121-260 120-170
R3 121-169 121-055 120-113
R2 120-284 120-284 120-095
R1 120-170 120-170 120-076 120-227
PP 120-079 120-079 120-079 120-107
S1 119-285 119-285 120-038 120-022
S2 119-194 119-194 120-019
S3 118-309 119-080 120-001
S4 118-104 118-195 119-264
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 123-166 122-318 120-259
R3 122-119 121-271 120-158
R2 121-072 121-072 120-124
R1 120-224 120-224 120-091 120-308
PP 120-025 120-025 120-025 120-066
S1 119-177 119-177 120-023 119-261
S2 118-298 118-298 119-310
S3 117-251 118-130 119-276
S4 116-204 117-083 119-175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-192 119-145 1-047 1.0% 0-141 0.4% 63% True False 662,196
10 120-192 119-060 1-132 1.2% 0-129 0.3% 70% True False 616,079
20 120-192 119-027 1-165 1.3% 0-103 0.3% 72% True False 501,185
40 121-030 119-027 2-003 1.7% 0-100 0.3% 54% False False 527,975
60 121-030 119-027 2-003 1.7% 0-090 0.2% 54% False False 374,966
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-103
2.618 122-089
1.618 121-204
1.000 121-077
0.618 120-319
HIGH 120-192
0.618 120-114
0.500 120-090
0.382 120-065
LOW 119-307
0.618 119-180
1.000 119-102
1.618 118-295
2.618 118-090
4.250 117-076
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 120-090 120-041
PP 120-079 120-025
S1 120-068 120-008

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

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