ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 06-Feb-2014
Day Change Summary
Previous Current
05-Feb-2014 06-Feb-2014 Change Change % Previous Week
Open 119-270 119-230 -0-040 -0.1% 119-010
High 120-020 119-230 -0-110 -0.3% 119-210
Low 119-220 119-180 -0-040 -0.1% 118-310
Close 119-230 119-190 -0-040 -0.1% 119-190
Range 0-120 0-050 -0-070 -58.3% 0-220
ATR 0-086 0-083 -0-003 -3.0% 0-000
Volume 12,334 11,701 -633 -5.1% 13,557
Daily Pivots for day following 06-Feb-2014
Classic Woodie Camarilla DeMark
R4 120-030 120-000 119-218
R3 119-300 119-270 119-204
R2 119-250 119-250 119-199
R1 119-220 119-220 119-195 119-210
PP 119-200 119-200 119-200 119-195
S1 119-170 119-170 119-185 119-160
S2 119-150 119-150 119-181
S3 119-100 119-120 119-176
S4 119-050 119-070 119-162
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
5 120-020 119-130 0-210 0.5% 0-082 0.2% 29% False False 7,974
10 120-020 118-310 1-030 0.9% 0-068 0.2% 57% False False 5,169
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-122
2.618 120-041
1.618 119-311
1.000 119-280
0.618 119-261
HIGH 119-230
0.618 119-211
0.500 119-205
0.382 119-199
LOW 119-180
0.618 119-149
1.000 119-130
1.618 119-099
2.618 119-049
4.250 118-288
Fisher Pivots for day following 06-Feb-2014
Pivot 1 day 3 day
R1 119-205 119-260
PP 119-200 119-237
S1 119-195 119-213

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

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