ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 120-275 120-270 -0-005 0.0% 120-207
High 120-317 120-275 -0-042 -0.1% 121-030
Low 120-262 120-172 -0-090 -0.2% 120-145
Close 120-267 120-192 -0-075 -0.2% 120-292
Range 0-055 0-103 0-048 87.3% 0-205
ATR 0-110 0-110 -0-001 -0.5% 0-000
Volume 377,583 560,496 182,913 48.4% 3,527,948
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 121-202 121-140 120-249
R3 121-099 121-037 120-220
R2 120-316 120-316 120-211
R1 120-254 120-254 120-201 120-234
PP 120-213 120-213 120-213 120-203
S1 120-151 120-151 120-183 120-130
S2 120-110 120-110 120-173
S3 120-007 120-048 120-164
S4 119-224 119-265 120-135
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% 0-108 0.3% 23% False False 617,180
10 121-030 120-007 1-023 0.9% 0-110 0.3% 54% False False 701,936
20 121-030 119-145 1-205 1.4% 0-114 0.3% 70% False False 659,922
40 121-030 119-027 2-003 1.7% 0-106 0.3% 75% False False 557,623
60 121-030 119-027 2-003 1.7% 0-098 0.3% 75% False False 513,806
80 121-030 119-027 2-003 1.7% 0-089 0.2% 75% False False 386,235
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 False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-073
2.618 121-225
1.618 121-122
1.000 121-058
0.618 121-019
HIGH 120-275
0.618 120-236
0.500 120-224
0.382 120-211
LOW 120-172
0.618 120-108
1.000 120-069
1.618 120-005
2.618 119-222
4.250 119-054
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 120-224 120-241
PP 120-213 120-225
S1 120-202 120-208

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

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