ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 13-Feb-2014
Day Change Summary
Previous Current
12-Feb-2014 13-Feb-2014 Change Change % Previous Week
Open 119-130 119-150 0-020 0.1% 119-180
High 119-160 119-220 0-060 0.2% 120-020
Low 119-100 119-150 0-050 0.1% 119-160
Close 119-120 119-220 0-100 0.3% 119-280
Range 0-060 0-070 0-010 16.7% 0-180
ATR 0-083 0-085 0-001 1.4% 0-000
Volume 7,689 16,276 8,587 111.7% 44,169
Daily Pivots for day following 13-Feb-2014
Classic Woodie Camarilla DeMark
R4 120-087 120-063 119-258
R3 120-017 119-313 119-239
R2 119-267 119-267 119-233
R1 119-243 119-243 119-226 119-255
PP 119-197 119-197 119-197 119-202
S1 119-173 119-173 119-214 119-185
S2 119-127 119-127 119-207
S3 119-057 119-103 119-201
S4 118-307 119-033 119-182
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% 0-070 0.2% 57% False False 9,094
10 120-020 119-100 0-240 0.6% 0-076 0.2% 50% False False 8,534
20 120-020 118-130 1-210 1.4% 0-057 0.1% 77% False False 5,099
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 0-012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-198
2.618 120-083
1.618 120-013
1.000 119-290
0.618 119-263
HIGH 119-220
0.618 119-193
0.500 119-185
0.382 119-177
LOW 119-150
0.618 119-107
1.000 119-080
1.618 119-037
2.618 118-287
4.250 118-172
Fisher Pivots for day following 13-Feb-2014
Pivot 1 day 3 day
R1 119-208 119-202
PP 119-197 119-183
S1 119-185 119-165

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

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