ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 120-202 120-275 0-073 0.2% 120-207
High 121-017 120-317 -0-020 -0.1% 121-030
Low 120-145 120-262 0-117 0.3% 120-145
Close 120-292 120-267 -0-025 -0.1% 120-292
Range 0-192 0-055 -0-137 -71.4% 0-205
ATR 0-115 0-110 -0-004 -3.7% 0-000
Volume 871,529 377,583 -493,946 -56.7% 3,527,948
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 121-127 121-092 120-297
R3 121-072 121-037 120-282
R2 121-017 121-017 120-277
R1 120-302 120-302 120-272 120-292
PP 120-282 120-282 120-282 120-277
S1 120-247 120-247 120-262 120-237
S2 120-227 120-227 120-257
S3 120-172 120-192 120-252
S4 120-117 120-137 120-237
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 122-237 122-150 121-085
R3 122-032 121-265 121-028
R2 121-147 121-147 121-010
R1 121-060 121-060 120-311 121-104
PP 120-262 120-262 120-262 120-284
S1 120-175 120-175 120-273 120-218
S2 120-057 120-057 120-254
S3 119-172 119-290 120-236
S4 118-287 119-085 120-179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-030 120-145 0-205 0.5% 0-098 0.3% 60% False False 628,683
10 121-030 119-305 1-045 0.9% 0-111 0.3% 77% False False 708,318
20 121-030 119-145 1-205 1.4% 0-113 0.3% 84% False False 654,683
40 121-030 119-027 2-003 1.7% 0-106 0.3% 87% False False 558,543
60 121-030 119-027 2-003 1.7% 0-098 0.3% 87% False False 504,667
80 121-030 119-027 2-003 1.7% 0-087 0.2% 87% False False 379,230
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-231
2.618 121-141
1.618 121-086
1.000 121-052
0.618 121-031
HIGH 120-317
0.618 120-296
0.500 120-290
0.382 120-283
LOW 120-262
0.618 120-228
1.000 120-207
1.618 120-173
2.618 120-118
4.250 120-028
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 120-290 120-258
PP 120-282 120-250
S1 120-274 120-241

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

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