ECBOT 5 Year T-Note Future June 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 119-080 119-092 0-012 0.0% 120-045
High 119-110 119-130 0-020 0.1% 120-105
Low 119-047 119-070 0-023 0.1% 119-027
Close 119-095 119-120 0-025 0.1% 119-067
Range 0-063 0-060 -0-003 -4.8% 1-078
ATR 0-096 0-094 -0-003 -2.7% 0-000
Volume 511,219 532,789 21,570 4.2% 3,583,193
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 119-287 119-263 119-153
R3 119-227 119-203 119-136
R2 119-167 119-167 119-131
R1 119-143 119-143 119-126 119-155
PP 119-107 119-107 119-107 119-112
S1 119-083 119-083 119-114 119-095
S2 119-047 119-047 119-109
S3 118-307 119-023 119-104
S4 118-247 118-283 119-087
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 123-087 122-155 119-286
R3 122-009 121-077 119-176
R2 120-251 120-251 119-140
R1 119-319 119-319 119-103 119-246
PP 119-173 119-173 119-173 119-136
S1 118-241 118-241 119-031 118-168
S2 118-095 118-095 118-314
S3 117-017 117-163 118-278
S4 115-259 116-085 118-168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-255 119-027 0-228 0.6% 0-090 0.2% 41% False False 614,924
10 120-105 119-027 1-078 1.0% 0-100 0.3% 23% False False 787,392
20 120-105 119-027 1-078 1.0% 0-092 0.2% 23% False False 460,506
40 120-105 118-130 1-295 1.6% 0-071 0.2% 50% False False 232,071
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 0-022
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 120-065
2.618 119-287
1.618 119-227
1.000 119-190
0.618 119-167
HIGH 119-130
0.618 119-107
0.500 119-100
0.382 119-093
LOW 119-070
0.618 119-033
1.000 119-010
1.618 118-293
2.618 118-233
4.250 118-135
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 119-113 119-119
PP 119-107 119-117
S1 119-100 119-116

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

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