ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 119-000 119-140 0-140 0.4% 118-260
High 119-060 119-170 0-110 0.3% 119-070
Low 118-310 119-120 0-130 0.3% 118-130
Close 119-060 119-170 0-110 0.3% 119-030
Range 0-070 0-050 -0-020 -28.6% 0-260
ATR
Volume 2,686 1,565 -1,121 -41.7% 4,068
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 119-303 119-287 119-198
R3 119-253 119-237 119-184
R2 119-203 119-203 119-179
R1 119-187 119-187 119-175 119-195
PP 119-153 119-153 119-153 119-158
S1 119-137 119-137 119-165 119-145
S2 119-103 119-103 119-161
S3 119-053 119-087 119-156
S4 119-003 119-037 119-142
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 121-110 121-010 119-173
R3 120-170 120-070 119-102
R2 119-230 119-230 119-078
R1 119-130 119-130 119-054 119-180
PP 118-290 118-290 118-290 118-315
S1 118-190 118-190 119-006 118-240
S2 118-030 118-030 118-302
S3 117-090 117-250 118-278
S4 116-150 116-310 118-207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-170 118-250 0-240 0.6% 0-056 0.1% 100% True False 2,107
10 119-170 118-130 1-040 0.9% 0-033 0.1% 100% True False 1,455
Crabel Price Patterns
NR True
NR4 False
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 0-006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-062
2.618 119-301
1.618 119-251
1.000 119-220
0.618 119-201
HIGH 119-170
0.618 119-151
0.500 119-145
0.382 119-139
LOW 119-120
0.618 119-089
1.000 119-070
1.618 119-039
2.618 118-309
4.250 118-228
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 119-162 119-140
PP 119-153 119-110
S1 119-145 119-080

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

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