ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 119-092 119-110 0-018 0.0% 120-045
High 119-130 119-197 0-067 0.2% 120-105
Low 119-070 119-105 0-035 0.1% 119-027
Close 119-120 119-167 0-047 0.1% 119-067
Range 0-060 0-092 0-032 53.3% 1-078
ATR 0-094 0-093 0-000 -0.1% 0-000
Volume 532,789 605,684 72,895 13.7% 3,583,193
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 120-112 120-072 119-218
R3 120-020 119-300 119-192
R2 119-248 119-248 119-184
R1 119-208 119-208 119-175 119-228
PP 119-156 119-156 119-156 119-166
S1 119-116 119-116 119-159 119-136
S2 119-064 119-064 119-150
S3 118-292 119-024 119-142
S4 118-200 118-252 119-116
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
5 119-235 119-027 0-208 0.5% 0-094 0.2% 67% False False 610,746
10 120-105 119-027 1-078 1.0% 0-100 0.3% 35% False False 736,659
20 120-105 119-027 1-078 1.0% 0-093 0.2% 35% False False 490,411
40 120-105 118-130 1-295 1.6% 0-073 0.2% 58% False False 247,177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-268
2.618 120-118
1.618 120-026
1.000 119-289
0.618 119-254
HIGH 119-197
0.618 119-162
0.500 119-151
0.382 119-140
LOW 119-105
0.618 119-048
1.000 119-013
1.618 118-276
2.618 118-184
4.250 118-034
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 119-162 119-152
PP 119-156 119-137
S1 119-151 119-122

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

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