ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 118-245 119-017 0-092 0.2% 119-257
High 119-040 119-030 -0-010 0.0% 119-275
Low 118-235 118-272 0-037 0.1% 118-225
Close 119-015 119-012 -0-003 0.0% 118-265
Range 0-125 0-078 -0-047 -37.6% 1-050
ATR 0-107 0-105 -0-002 -1.9% 0-000
Volume 843,299 825,140 -18,159 -2.2% 3,954,263
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 119-232 119-200 119-055
R3 119-154 119-122 119-033
R2 119-076 119-076 119-026
R1 119-044 119-044 119-019 119-021
PP 118-318 118-318 118-318 118-306
S1 118-286 118-286 119-005 118-263
S2 118-240 118-240 118-318
S3 118-162 118-208 118-311
S4 118-084 118-130 118-289
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 122-192 121-278 119-148
R3 121-142 120-228 119-047
R2 120-092 120-092 119-013
R1 119-178 119-178 118-299 119-110
PP 119-042 119-042 119-042 119-008
S1 118-128 118-128 118-231 118-060
S2 117-312 117-312 118-197
S3 116-262 117-078 118-163
S4 115-212 116-028 118-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-040 118-170 0-190 0.5% 0-088 0.2% 85% False False 779,203
10 120-015 118-170 1-165 1.3% 0-111 0.3% 33% False False 803,702
20 120-105 118-170 1-255 1.5% 0-112 0.3% 28% False False 761,246
40 120-105 118-170 1-255 1.5% 0-096 0.3% 28% False False 473,495
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-042
2.618 119-234
1.618 119-156
1.000 119-108
0.618 119-078
HIGH 119-030
0.618 119-000
0.500 118-311
0.382 118-302
LOW 118-272
0.618 118-224
1.000 118-194
1.618 118-146
2.618 118-068
4.250 117-260
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 119-005 118-318
PP 118-318 118-303
S1 118-311 118-288

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

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