ECBOT 5 Year T-Note Future September 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 118-020 117-250 -0-090 -0.2% 118-040
High 118-020 117-250 -0-090 -0.2% 118-120
Low 118-020 117-250 -0-090 -0.2% 118-040
Close 118-020 117-250 -0-090 -0.2% 118-060
Range
ATR 0-047 0-050 0-003 6.5% 0-000
Volume 14 2 -12 -85.7% 34
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 117-250 117-250 117-250
R3 117-250 117-250 117-250
R2 117-250 117-250 117-250
R1 117-250 117-250 117-250 117-250
PP 117-250 117-250 117-250 117-250
S1 117-250 117-250 117-250 117-250
S2 117-250 117-250 117-250
S3 117-250 117-250 117-250
S4 117-250 117-250 117-250
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 118-313 118-267 118-104
R3 118-233 118-187 118-082
R2 118-153 118-153 118-075
R1 118-107 118-107 118-067 118-130
PP 118-073 118-073 118-073 118-085
S1 118-027 118-027 118-053 118-050
S2 117-313 117-313 118-045
S3 117-233 117-267 118-038
S4 117-153 117-187 118-016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-110 117-250 0-180 0.5% 0-000 0.0% 0% False True 11
10 118-130 117-250 0-200 0.5% 0-000 0.0% 0% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 117-250
2.618 117-250
1.618 117-250
1.000 117-250
0.618 117-250
HIGH 117-250
0.618 117-250
0.500 117-250
0.382 117-250
LOW 117-250
0.618 117-250
1.000 117-250
1.618 117-250
2.618 117-250
4.250 117-250
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 117-250 117-310
PP 117-250 117-290
S1 117-250 117-270

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

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