ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 119-290 119-270 -0-020 -0.1% 119-010
High 119-290 120-020 0-050 0.1% 119-210
Low 119-260 119-220 -0-040 -0.1% 118-310
Close 119-270 119-230 -0-040 -0.1% 119-190
Range 0-030 0-120 0-090 300.0% 0-220
ATR 0-083 0-086 0-003 3.1% 0-000
Volume 7,111 12,334 5,223 73.4% 13,557
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 120-303 120-227 119-296
R3 120-183 120-107 119-263
R2 120-063 120-063 119-252
R1 119-307 119-307 119-241 119-285
PP 119-263 119-263 119-263 119-252
S1 119-187 119-187 119-219 119-165
S2 119-143 119-143 119-208
S3 119-023 119-067 119-197
S4 118-223 118-267 119-164
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 121-150 121-070 119-311
R3 120-250 120-170 119-250
R2 120-030 120-030 119-230
R1 119-270 119-270 119-210 119-310
PP 119-130 119-130 119-130 119-150
S1 119-050 119-050 119-170 119-090
S2 118-230 118-230 119-150
S3 118-010 118-150 119-130
S4 117-110 117-250 119-069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-020 119-090 0-250 0.7% 0-082 0.2% 56% True False 6,214
10 120-020 118-250 1-090 1.1% 0-069 0.2% 73% True False 4,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-210
2.618 121-014
1.618 120-214
1.000 120-140
0.618 120-094
HIGH 120-020
0.618 119-294
0.500 119-280
0.382 119-266
LOW 119-220
0.618 119-146
1.000 119-100
1.618 119-026
2.618 118-226
4.250 118-030
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 119-280 119-260
PP 119-263 119-250
S1 119-247 119-240

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

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