ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 03-Apr-2014

Day Change Summary
	Previous	Current
	02-Apr-2014	03-Apr-2014	Change	Change %	Previous Week
Open	118-297	118-200	-0-097	-0.3%	118-267
High	118-300	118-232	-0-068	-0.2%	119-040
Low	118-190	118-187	-0-003	0.0%	118-170
Close	118-200	118-205	0-005	0.0%	118-285
Range	0-110	0-045	-0-065	-59.1%	0-190
ATR	0-100	0-096	-0-004	-3.9%	0-000
Volume	599,865	553,313	-46,552	-7.8%	3,766,719

Daily Pivots for day following 03-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-023	118-319	118-230
R3	118-298	118-274	118-217
R2	118-253	118-253	118-213
R1	118-229	118-229	118-209	118-241
PP	118-208	118-208	118-208	118-214
S1	118-184	118-184	118-201	118-196
S2	118-163	118-163	118-197
S3	118-118	118-139	118-193
S4	118-073	118-094	118-180

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	119-012	118-187	0-145	0.4%	0-079	0.2%	12%	False	True	610,370
10	119-040	118-170	0-190	0.5%	0-083	0.2%	18%	False	False	694,787
20	120-015	118-170	1-165	1.3%	0-105	0.3%	7%	False	False	733,618
40	120-105	118-170	1-255	1.5%	0-096	0.3%	6%	False	False	549,015

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	119-103
2.618	119-030
1.618	118-305
1.000	118-277
0.618	118-260
HIGH	118-232
0.618	118-215
0.500	118-210
0.382	118-204
LOW	118-187
0.618	118-159
1.000	118-142
1.618	118-114
2.618	118-069
4.250	117-316

Fisher Pivots for day following 03-Apr-2014
Pivot	1 day	3 day
R1	118-210	118-254
PP	118-208	118-237
S1	118-206	118-221

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