ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 121-045 120-257 -0-108 -0.3% 120-202
High 121-045 120-270 -0-095 -0.2% 121-032
Low 120-240 120-202 -0-038 -0.1% 120-150
Close 120-260 120-252 -0-008 0.0% 120-290
Range 0-125 0-068 -0-057 -45.6% 0-202
ATR 0-104 0-102 -0-003 -2.5% 0-000
Volume 91,806 41,154 -50,652 -55.2% 4,965,702
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 121-125 121-097 120-289
R3 121-057 121-029 120-271
R2 120-309 120-309 120-264
R1 120-281 120-281 120-258 120-261
PP 120-241 120-241 120-241 120-232
S1 120-213 120-213 120-246 120-193
S2 120-173 120-173 120-240
S3 120-105 120-145 120-233
S4 120-037 120-077 120-215
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 122-230 122-142 121-081
R3 122-028 121-260 121-026
R2 121-146 121-146 121-007
R1 121-058 121-058 120-309 121-102
PP 120-264 120-264 120-264 120-286
S1 120-176 120-176 120-271 120-220
S2 120-062 120-062 120-253
S3 119-180 119-294 120-234
S4 118-298 119-092 120-179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-100 120-202 0-218 0.6% 0-100 0.3% 23% False True 378,539
10 121-100 120-137 0-283 0.7% 0-096 0.2% 41% False False 663,293
20 121-100 120-110 0-310 0.8% 0-100 0.3% 46% False False 608,694
40 121-100 119-027 2-073 1.8% 0-108 0.3% 76% False False 636,194
60 121-100 119-027 2-073 1.8% 0-102 0.3% 76% False False 567,566
80 121-100 119-027 2-073 1.8% 0-098 0.3% 76% False False 499,497
100 121-100 119-027 2-073 1.8% 0-086 0.2% 76% False False 399,885
Crabel Price Patterns
NR True
NR4 True
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 0-024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-239
2.618 121-128
1.618 121-060
1.000 121-018
0.618 120-312
HIGH 120-270
0.618 120-244
0.500 120-236
0.382 120-228
LOW 120-202
0.618 120-160
1.000 120-134
1.618 120-092
2.618 120-024
4.250 119-233
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 120-247 120-311
PP 120-241 120-291
S1 120-236 120-272

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

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