ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 14-Feb-2014
Day Change Summary
Previous Current
13-Feb-2014 14-Feb-2014 Change Change % Previous Week
Open 120-140 120-232 0-092 0.2% 120-275
High 120-242 120-270 0-028 0.1% 120-317
Low 120-137 120-190 0-053 0.1% 120-110
Close 120-235 120-207 -0-028 -0.1% 120-207
Range 0-105 0-080 -0-025 -23.8% 0-207
ATR 0-108 0-106 -0-002 -1.9% 0-000
Volume 532,715 435,342 -97,373 -18.3% 2,401,227
Daily Pivots for day following 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 121-142 121-095 120-251
R3 121-062 121-015 120-229
R2 120-302 120-302 120-222
R1 120-255 120-255 120-214 120-238
PP 120-222 120-222 120-222 120-214
S1 120-175 120-175 120-200 120-158
S2 120-142 120-142 120-192
S3 120-062 120-095 120-185
S4 119-302 120-015 120-163
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 122-192 122-087 121-001
R3 121-305 121-200 120-264
R2 121-098 121-098 120-245
R1 120-313 120-313 120-226 120-262
PP 120-211 120-211 120-211 120-186
S1 120-106 120-106 120-188 120-055
S2 120-004 120-004 120-169
S3 119-117 119-219 120-150
S4 118-230 119-012 120-093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-317 120-110 0-207 0.5% 0-086 0.2% 47% False False 480,245
10 121-030 120-110 0-240 0.6% 0-100 0.3% 40% False False 592,917
20 121-030 119-145 1-205 1.4% 0-114 0.3% 73% False False 658,613
40 121-030 119-027 2-003 1.7% 0-108 0.3% 78% False False 565,944
60 121-030 119-027 2-003 1.7% 0-100 0.3% 78% False False 537,649
80 121-030 119-027 2-003 1.7% 0-090 0.2% 78% False False 404,521
Crabel Price Patterns
NR True
NR4 True
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 0-022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-290
2.618 121-159
1.618 121-079
1.000 121-030
0.618 120-319
HIGH 120-270
0.618 120-239
0.500 120-230
0.382 120-221
LOW 120-190
0.618 120-141
1.000 120-110
1.618 120-061
2.618 119-301
4.250 119-170
Fisher Pivots for day following 14-Feb-2014
Pivot 1 day 3 day
R1 120-230 120-201
PP 120-222 120-196
S1 120-215 120-190

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

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