ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 01-Apr-2014
Day Change Summary
Previous Current
31-Mar-2014 01-Apr-2014 Change Change % Previous Week
Open 118-260 118-317 0-057 0.1% 118-267
High 119-005 119-000 -0-005 0.0% 119-040
Low 118-210 118-272 0-062 0.2% 118-170
Close 118-305 118-287 -0-018 0.0% 118-285
Range 0-115 0-048 -0-067 -58.3% 0-190
ATR 0-104 0-100 -0-004 -3.8% 0-000
Volume 820,123 556,201 -263,922 -32.2% 3,766,719
Daily Pivots for day following 01-Apr-2014
Classic Woodie Camarilla DeMark
R4 119-117 119-090 118-313
R3 119-069 119-042 118-300
R2 119-021 119-021 118-296
R1 118-314 118-314 118-291 118-304
PP 118-293 118-293 118-293 118-288
S1 118-266 118-266 118-283 118-256
S2 118-245 118-245 118-278
S3 118-197 118-218 118-274
S4 118-149 118-170 118-261
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% 0-088 0.2% 51% False False 713,423
10 119-252 118-170 1-082 1.1% 0-110 0.3% 29% False False 803,163
20 120-015 118-170 1-165 1.3% 0-104 0.3% 24% False False 732,315
40 120-105 118-170 1-255 1.5% 0-096 0.3% 20% False False 520,672
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 119-204
2.618 119-126
1.618 119-078
1.000 119-048
0.618 119-030
HIGH 119-000
0.618 118-302
0.500 118-296
0.382 118-290
LOW 118-272
0.618 118-242
1.000 118-224
1.618 118-194
2.618 118-146
4.250 118-068
Fisher Pivots for day following 01-Apr-2014
Pivot 1 day 3 day
R1 118-296 118-282
PP 118-293 118-276
S1 118-290 118-271

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

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