ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 14-Mar-2014
Day Change Summary
Previous Current
13-Mar-2014 14-Mar-2014 Change Change % Previous Week
Open 119-160 119-262 0-102 0.3% 119-080
High 119-292 120-015 0-043 0.1% 120-015
Low 119-097 119-230 0-133 0.3% 119-047
Close 119-270 119-270 0-000 0.0% 119-270
Range 0-195 0-105 -0-090 -46.2% 0-288
ATR 0-101 0-101 0-000 0.3% 0-000
Volume 1,030,302 838,396 -191,906 -18.6% 3,518,390
Daily Pivots for day following 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 120-273 120-217 120-008
R3 120-168 120-112 119-299
R2 120-063 120-063 119-289
R1 120-007 120-007 119-280 120-035
PP 119-278 119-278 119-278 119-292
S1 119-222 119-222 119-260 119-250
S2 119-173 119-173 119-251
S3 119-068 119-117 119-241
S4 118-283 119-012 119-212
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 122-121 122-004 120-108
R3 121-153 121-036 120-029
R2 120-185 120-185 120-003
R1 120-068 120-068 119-296 120-126
PP 119-217 119-217 119-217 119-247
S1 119-100 119-100 119-244 119-158
S2 118-249 118-249 119-217
S3 117-281 118-132 119-191
S4 116-313 117-164 119-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-015 119-047 0-288 0.8% 0-103 0.3% 77% True False 703,678
10 120-105 119-027 1-078 1.0% 0-111 0.3% 61% False False 710,158
20 120-105 119-027 1-078 1.0% 0-102 0.3% 61% False False 582,648
40 120-105 118-130 1-295 1.6% 0-079 0.2% 75% False False 293,873
Crabel Price Patterns
NR True
NR4 False
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 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-141
2.618 120-290
1.618 120-185
1.000 120-120
0.618 120-080
HIGH 120-015
0.618 119-295
0.500 119-282
0.382 119-270
LOW 119-230
0.618 119-165
1.000 119-125
1.618 119-060
2.618 118-275
4.250 118-104
Fisher Pivots for day following 14-Mar-2014
Pivot 1 day 3 day
R1 119-282 119-252
PP 119-278 119-234
S1 119-274 119-216

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

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