ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 31-Mar-2014
Day Change Summary
Previous Current
28-Mar-2014 31-Mar-2014 Change Change % Previous Week
Open 118-302 118-260 -0-042 -0.1% 118-267
High 119-012 119-005 -0-007 0.0% 119-040
Low 118-257 118-210 -0-047 -0.1% 118-170
Close 118-285 118-305 0-020 0.1% 118-285
Range 0-075 0-115 0-040 53.3% 0-190
ATR 0-103 0-104 0-001 0.9% 0-000
Volume 522,352 820,123 297,771 57.0% 3,766,719
Daily Pivots for day following 31-Mar-2014
Classic Woodie Camarilla DeMark
R4 119-305 119-260 119-048
R3 119-190 119-145 119-017
R2 119-075 119-075 119-006
R1 119-030 119-030 118-316 119-052
PP 118-280 118-280 118-280 118-291
S1 118-235 118-235 118-294 118-258
S2 118-165 118-165 118-284
S3 118-050 118-120 118-273
S4 117-255 118-005 118-242
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 120-202 120-113 119-070
R3 120-012 119-243 119-017
R2 119-142 119-142 119-000
R1 119-053 119-053 118-302 119-098
PP 118-272 118-272 118-272 118-294
S1 118-183 118-183 118-268 118-228
S2 118-082 118-082 118-250
S3 117-212 117-313 118-233
S4 117-022 117-123 118-180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-040 118-210 0-150 0.4% 0-093 0.2% 63% False True 745,435
10 119-252 118-170 1-082 1.1% 0-111 0.3% 34% False False 802,583
20 120-032 118-170 1-182 1.3% 0-108 0.3% 27% False False 738,349
40 120-105 118-170 1-255 1.5% 0-098 0.3% 23% False False 506,924
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 True
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-174
2.618 119-306
1.618 119-191
1.000 119-120
0.618 119-076
HIGH 119-005
0.618 118-281
0.500 118-268
0.382 118-254
LOW 118-210
0.618 118-139
1.000 118-095
1.618 118-024
2.618 117-229
4.250 117-041
Fisher Pivots for day following 31-Mar-2014
Pivot 1 day 3 day
R1 118-292 118-297
PP 118-280 118-288
S1 118-268 118-280

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

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