ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 26-Feb-2014
Day Change Summary
Previous Current
25-Feb-2014 26-Feb-2014 Change Change % Previous Week
Open 120-187 120-235 0-048 0.1% 120-207
High 120-255 120-305 0-050 0.1% 121-010
Low 120-180 120-215 0-035 0.1% 120-137
Close 120-242 120-292 0-050 0.1% 120-200
Range 0-075 0-090 0-015 20.0% 0-193
ATR 0-103 0-102 -0-001 -0.9% 0-000
Volume 1,090,734 1,452,355 361,621 33.2% 2,410,170
Daily Pivots for day following 26-Feb-2014
Classic Woodie Camarilla DeMark
R4 121-221 121-186 121-022
R3 121-131 121-096 120-317
R2 121-041 121-041 120-308
R1 121-006 121-006 120-300 121-024
PP 120-271 120-271 120-271 120-279
S1 120-236 120-236 120-284 120-254
S2 120-181 120-181 120-276
S3 120-091 120-146 120-267
S4 120-001 120-056 120-242
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 122-161 122-054 120-306
R3 121-288 121-181 120-253
R2 121-095 121-095 120-235
R1 120-308 120-308 120-218 120-265
PP 120-222 120-222 120-222 120-201
S1 120-115 120-115 120-182 120-072
S2 120-029 120-029 120-165
S3 119-156 119-242 120-147
S4 118-283 119-049 120-094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-305 120-137 0-168 0.4% 0-091 0.2% 92% True False 948,047
10 121-010 120-110 0-220 0.6% 0-096 0.2% 83% False False 719,529
20 121-030 120-007 1-023 0.9% 0-103 0.3% 83% False False 710,732
40 121-030 119-027 2-003 1.7% 0-105 0.3% 91% False False 630,733
60 121-030 119-027 2-003 1.7% 0-101 0.3% 91% False False 582,415
80 121-030 119-027 2-003 1.7% 0-095 0.2% 91% False False 476,097
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-029
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-048
2.618 121-221
1.618 121-131
1.000 121-075
0.618 121-041
HIGH 120-305
0.618 120-271
0.500 120-260
0.382 120-249
LOW 120-215
0.618 120-159
1.000 120-125
1.618 120-069
2.618 119-299
4.250 119-152
Fisher Pivots for day following 26-Feb-2014
Pivot 1 day 3 day
R1 120-281 120-270
PP 120-271 120-249
S1 120-260 120-228

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

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