ECBOT 5 Year T-Note Future March 2014

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

Day Change Summary
	Previous	Current
	14-Mar-2014	17-Mar-2014	Change	Change %	Previous Week
Open	120-280	120-260	-0-020	-0.1%	120-120
High	121-025	120-260	-0-085	-0.2%	121-025
Low	120-245	120-207	-0-038	-0.1%	120-080
Close	120-282	120-207	-0-075	-0.2%	120-282
Range	0-100	0-053	-0-047	-47.0%	0-265
ATR	0-102	0-100	-0-002	-1.9%	0-000
Volume	7,957	6,601	-1,356	-17.0%	51,434

Daily Pivots for day following 17-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-064	121-028	120-236
R3	121-011	120-295	120-222
R2	120-278	120-278	120-217
R1	120-242	120-242	120-212	120-234
PP	120-225	120-225	120-225	120-220
S1	120-189	120-189	120-202	120-180
S2	120-172	120-172	120-197
S3	120-119	120-136	120-192
S4	120-066	120-083	120-178

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-071	122-281	121-108
R3	122-126	122-016	121-035
R2	121-181	121-181	121-011
R1	121-071	121-071	120-306	121-126
PP	120-236	120-236	120-236	120-263
S1	120-126	120-126	120-258	120-181
S2	119-291	119-291	120-233
S3	119-026	119-181	120-209
S4	118-081	118-236	120-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-025	120-102	0-243	0.6%	0-093	0.2%	43%	False	False	9,627
10	121-045	120-060	0-305	0.8%	0-094	0.2%	48%	False	False	24,828
20	121-100	120-060	1-040	0.9%	0-097	0.3%	41%	False	False	387,008
40	121-100	119-145	1-275	1.5%	0-105	0.3%	64%	False	False	522,811
60	121-100	119-027	2-073	1.8%	0-104	0.3%	70%	False	False	506,298
80	121-100	119-027	2-073	1.8%	0-099	0.3%	70%	False	False	499,989
100	121-100	119-027	2-073	1.8%	0-091	0.2%	70%	False	False	401,019

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	0-017
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	121-165
2.618	121-079
1.618	121-026
1.000	120-313
0.618	120-293
HIGH	120-260
0.618	120-240
0.500	120-234
0.382	120-227
LOW	120-207
0.618	120-174
1.000	120-154
1.618	120-121
2.618	120-068
4.250	119-302

Fisher Pivots for day following 17-Mar-2014
Pivot	1 day	3 day
R1	120-234	120-238
PP	120-225	120-227
S1	120-216	120-217

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