ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 119-230 119-130 -0-100 -0.3% 119-180
High 119-230 119-160 -0-070 -0.2% 120-020
Low 119-170 119-100 -0-070 -0.2% 119-160
Close 119-180 119-120 -0-060 -0.2% 119-280
Range 0-060 0-060 0-000 0.0% 0-180
ATR 0-084 0-083 0-000 -0.3% 0-000
Volume 7,585 7,689 104 1.4% 44,169
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 119-307 119-273 119-153
R3 119-247 119-213 119-136
R2 119-187 119-187 119-131
R1 119-153 119-153 119-126 119-140
PP 119-127 119-127 119-127 119-120
S1 119-093 119-093 119-114 119-080
S2 119-067 119-067 119-109
S3 119-007 119-033 119-104
S4 118-267 118-293 119-087
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 121-160 121-080 120-059
R3 120-300 120-220 120-010
R2 120-120 120-120 119-313
R1 120-040 120-040 119-296 120-080
PP 119-260 119-260 119-260 119-280
S1 119-180 119-180 119-264 119-220
S2 119-080 119-080 119-247
S3 118-220 119-000 119-230
S4 118-040 118-140 119-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-310 119-100 0-210 0.5% 0-066 0.2% 10% False True 8,179
10 120-020 119-090 0-250 0.7% 0-074 0.2% 12% False False 7,196
20 120-020 118-130 1-210 1.4% 0-054 0.1% 58% False False 4,326
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Fibonacci Retracements and Extensions
4.250 120-095
2.618 119-317
1.618 119-257
1.000 119-220
0.618 119-197
HIGH 119-160
0.618 119-137
0.500 119-130
0.382 119-123
LOW 119-100
0.618 119-063
1.000 119-040
1.618 119-003
2.618 118-263
4.250 118-165
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 119-130 119-185
PP 119-127 119-163
S1 119-123 119-142

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

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