ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 120-232 120-207 -0-025 -0.1% 120-275
High 120-270 120-295 0-025 0.1% 120-317
Low 120-190 120-180 -0-010 0.0% 120-110
Close 120-207 120-277 0-070 0.2% 120-207
Range 0-080 0-115 0-035 43.8% 0-207
ATR 0-106 0-107 0-001 0.6% 0-000
Volume 435,342 409,994 -25,348 -5.8% 2,401,227
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 121-276 121-231 121-020
R3 121-161 121-116 120-309
R2 121-046 121-046 120-298
R1 121-001 121-001 120-288 121-024
PP 120-251 120-251 120-251 120-262
S1 120-206 120-206 120-266 120-228
S2 120-136 120-136 120-256
S3 120-021 120-091 120-245
S4 119-226 119-296 120-214
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
5 120-295 120-110 0-185 0.5% 0-098 0.3% 90% True False 486,727
10 121-030 120-110 0-240 0.6% 0-098 0.3% 70% False False 557,705
20 121-030 119-145 1-205 1.4% 0-116 0.3% 86% False False 656,695
40 121-030 119-027 2-003 1.7% 0-106 0.3% 89% False False 556,375
60 121-030 119-027 2-003 1.7% 0-101 0.3% 89% False False 544,053
80 121-030 119-027 2-003 1.7% 0-090 0.2% 89% False False 409,640
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-144
2.618 121-276
1.618 121-161
1.000 121-090
0.618 121-046
HIGH 120-295
0.618 120-251
0.500 120-238
0.382 120-224
LOW 120-180
0.618 120-109
1.000 120-065
1.618 119-314
2.618 119-199
4.250 119-011
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 120-264 120-257
PP 120-251 120-236
S1 120-238 120-216

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

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