ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 120-120 120-122 0-002 0.0% 121-050
High 120-137 120-157 0-020 0.1% 121-100
Low 120-080 120-102 0-022 0.1% 120-060
Close 120-125 120-150 0-025 0.1% 120-100
Range 0-057 0-055 -0-002 -3.5% 1-040
ATR 0-100 0-097 -0-003 -3.2% 0-000
Volume 9,900 10,474 574 5.8% 306,265
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 120-301 120-281 120-180
R3 120-246 120-226 120-165
R2 120-191 120-191 120-160
R1 120-171 120-171 120-155 120-181
PP 120-136 120-136 120-136 120-142
S1 120-116 120-116 120-145 120-126
S2 120-081 120-081 120-140
S3 120-026 120-061 120-135
S4 119-291 120-006 120-120
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 123-313 123-087 120-298
R3 122-273 122-047 120-199
R2 121-233 121-233 120-166
R1 121-007 121-007 120-133 120-260
PP 120-193 120-193 120-193 120-160
S1 119-287 119-287 120-067 119-220
S2 119-153 119-153 120-034
S3 118-113 118-247 120-001
S4 117-073 117-207 119-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-270 120-060 0-210 0.5% 0-082 0.2% 43% False False 23,764
10 121-100 120-060 1-040 0.9% 0-093 0.2% 25% False False 342,271
20 121-100 120-060 1-040 0.9% 0-095 0.2% 25% False False 486,307
40 121-100 119-145 1-275 1.5% 0-104 0.3% 55% False False 570,495
60 121-100 119-027 2-073 1.8% 0-102 0.3% 62% False False 534,464
80 121-100 119-027 2-073 1.8% 0-097 0.3% 62% False False 500,077
100 121-100 119-027 2-073 1.8% 0-089 0.2% 62% False False 400,646
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 121-071
2.618 120-301
1.618 120-246
1.000 120-212
0.618 120-191
HIGH 120-157
0.618 120-136
0.500 120-130
0.382 120-123
LOW 120-102
0.618 120-068
1.000 120-047
1.618 120-013
2.618 119-278
4.250 119-188
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 120-143 120-148
PP 120-136 120-145
S1 120-130 120-142

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

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