ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 120-207 120-275 0-068 0.2% 120-275
High 120-295 121-010 0-035 0.1% 120-317
Low 120-180 120-215 0-035 0.1% 120-110
Close 120-277 120-225 -0-052 -0.1% 120-207
Range 0-115 0-115 0-000 0.0% 0-207
ATR 0-107 0-107 0-001 0.5% 0-000
Volume 409,994 581,916 171,922 41.9% 2,401,227
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 121-282 121-208 120-288
R3 121-167 121-093 120-257
R2 121-052 121-052 120-246
R1 120-298 120-298 120-236 120-278
PP 120-257 120-257 120-257 120-246
S1 120-183 120-183 120-214 120-162
S2 120-142 120-142 120-204
S3 120-027 120-068 120-193
S4 119-232 119-273 120-162
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
5 121-010 120-110 0-220 0.6% 0-100 0.3% 52% True False 491,011
10 121-030 120-110 0-240 0.6% 0-104 0.3% 48% False False 554,096
20 121-030 119-145 1-205 1.4% 0-117 0.3% 76% False False 660,898
40 121-030 119-027 2-003 1.7% 0-104 0.3% 81% False False 546,970
60 121-030 119-027 2-003 1.7% 0-101 0.3% 81% False False 552,620
80 121-030 119-027 2-003 1.7% 0-091 0.2% 81% False False 416,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Fibonacci Retracements and Extensions
4.250 122-179
2.618 121-311
1.618 121-196
1.000 121-125
0.618 121-081
HIGH 121-010
0.618 120-286
0.500 120-272
0.382 120-259
LOW 120-215
0.618 120-144
1.000 120-100
1.618 120-029
2.618 119-234
4.250 119-046
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 120-272 120-255
PP 120-257 120-245
S1 120-241 120-235

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

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