ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 119-202 119-237 0-035 0.1% 119-080
High 119-252 119-252 0-000 0.0% 120-015
Low 119-192 118-225 -0-287 -0.7% 119-047
Close 119-235 118-305 -0-250 -0.7% 119-270
Range 0-060 1-027 0-287 478.3% 0-288
ATR 0-097 0-115 0-018 18.4% 0-000
Volume 550,400 1,195,028 644,628 117.1% 3,518,390
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 122-128 121-244 119-176
R3 121-101 120-217 119-080
R2 120-074 120-074 119-049
R1 119-190 119-190 119-017 119-118
PP 119-047 119-047 119-047 119-012
S1 118-163 118-163 118-273 118-092
S2 118-020 118-020 118-241
S3 116-313 117-136 118-210
S4 115-286 116-109 118-114
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 122-121 122-004 120-108
R3 121-153 121-036 120-029
R2 120-185 120-185 120-003
R1 120-068 120-068 119-296 120-126
PP 119-217 119-217 119-217 119-247
S1 119-100 119-100 119-244 119-158
S2 118-249 118-249 119-217
S3 117-281 118-132 119-191
S4 116-313 117-164 119-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-015 118-225 1-110 1.1% 0-158 0.4% 19% False True 825,879
10 120-015 118-225 1-110 1.1% 0-126 0.3% 19% False True 718,312
20 120-105 118-225 1-200 1.4% 0-112 0.3% 15% False True 693,153
40 120-105 118-130 1-295 1.6% 0-091 0.2% 28% False False 350,334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 124-127
2.618 122-200
1.618 121-173
1.000 120-279
0.618 120-146
HIGH 119-252
0.618 119-119
0.500 119-078
0.382 119-038
LOW 118-225
0.618 118-011
1.000 117-198
1.618 116-304
2.618 115-277
4.250 114-030
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 119-078 119-090
PP 119-047 119-055
S1 119-016 119-020

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

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