ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 14-Feb-2014
Day Change Summary
Previous Current
13-Feb-2014 14-Feb-2014 Change Change % Previous Week
Open 119-150 119-240 0-090 0.2% 119-270
High 119-220 119-240 0-020 0.1% 119-270
Low 119-150 119-180 0-030 0.1% 119-100
Close 119-220 119-200 -0-020 -0.1% 119-200
Range 0-070 0-060 -0-010 -14.3% 0-170
ATR 0-085 0-083 -0-002 -2.1% 0-000
Volume 16,276 21,381 5,105 31.4% 60,141
Daily Pivots for day following 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 120-067 120-033 119-233
R3 120-007 119-293 119-216
R2 119-267 119-267 119-211
R1 119-233 119-233 119-206 119-220
PP 119-207 119-207 119-207 119-200
S1 119-173 119-173 119-194 119-160
S2 119-147 119-147 119-189
S3 119-087 119-113 119-184
S4 119-027 119-053 119-167
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 121-060 120-300 119-294
R3 120-210 120-130 119-247
R2 120-040 120-040 119-231
R1 119-280 119-280 119-216 119-235
PP 119-190 119-190 119-190 119-168
S1 119-110 119-110 119-184 119-065
S2 119-020 119-020 119-169
S3 118-170 118-260 119-153
S4 118-000 118-090 119-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-270 119-100 0-170 0.4% 0-052 0.1% 59% False False 12,028
10 120-020 119-100 0-240 0.6% 0-074 0.2% 42% False False 10,431
20 120-020 118-130 1-210 1.4% 0-060 0.2% 74% False False 6,110
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 True
Stretch 0-011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-175
2.618 120-077
1.618 120-017
1.000 119-300
0.618 119-277
HIGH 119-240
0.618 119-217
0.500 119-210
0.382 119-203
LOW 119-180
0.618 119-143
1.000 119-120
1.618 119-083
2.618 119-023
4.250 118-245
Fisher Pivots for day following 14-Feb-2014
Pivot 1 day 3 day
R1 119-210 119-190
PP 119-207 119-180
S1 119-203 119-170

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

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