ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 02-Apr-2014

Day Change Summary
	Previous	Current
	01-Apr-2014	02-Apr-2014	Change	Change %	Previous Week
Open	118-317	118-297	-0-020	-0.1%	118-267
High	119-000	118-300	-0-020	-0.1%	119-040
Low	118-272	118-190	-0-082	-0.2%	118-170
Close	118-287	118-200	-0-087	-0.2%	118-285
Range	0-048	0-110	0-062	129.2%	0-190
ATR	0-100	0-100	0-001	0.7%	0-000
Volume	556,201	599,865	43,664	7.9%	3,766,719

Daily Pivots for day following 02-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-240	119-170	118-260
R3	119-130	119-060	118-230
R2	119-020	119-020	118-220
R1	118-270	118-270	118-210	118-250
PP	118-230	118-230	118-230	118-220
S1	118-160	118-160	118-190	118-140
S2	118-120	118-120	118-180
S3	118-010	118-050	118-170
S4	117-220	117-260	118-140

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	119-030	118-190	0-160	0.4%	0-085	0.2%	6%	False	True	664,736
10	119-040	118-170	0-190	0.5%	0-086	0.2%	16%	False	False	743,647
20	120-015	118-170	1-165	1.3%	0-106	0.3%	6%	False	False	730,980
40	120-105	118-170	1-255	1.5%	0-098	0.3%	5%	False	False	535,491

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	0-017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-128
2.618	119-268
1.618	119-158
1.000	119-090
0.618	119-048
HIGH	118-300
0.618	118-258
0.500	118-245
0.382	118-232
LOW	118-190
0.618	118-122
1.000	118-080
1.618	118-012
2.618	117-222
4.250	117-042

Fisher Pivots for day following 02-Apr-2014
Pivot	1 day	3 day
R1	118-245	118-258
PP	118-230	118-238
S1	118-215	118-219

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols