ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 119-240 119-180 -0-060 -0.2% 119-270
High 119-240 119-290 0-050 0.1% 119-270
Low 119-180 119-170 -0-010 0.0% 119-100
Close 119-200 119-270 0-070 0.2% 119-200
Range 0-060 0-120 0-060 100.0% 0-170
ATR 0-083 0-086 0-003 3.2% 0-000
Volume 21,381 11,786 -9,595 -44.9% 60,141
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 120-283 120-237 120-016
R3 120-163 120-117 119-303
R2 120-043 120-043 119-292
R1 119-317 119-317 119-281 120-020
PP 119-243 119-243 119-243 119-255
S1 119-197 119-197 119-259 119-220
S2 119-123 119-123 119-248
S3 119-003 119-077 119-237
S4 118-203 118-277 119-204
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
5 119-290 119-100 0-190 0.5% 0-074 0.2% 89% True False 12,943
10 120-020 119-100 0-240 0.6% 0-073 0.2% 71% False False 10,978
20 120-020 118-130 1-210 1.4% 0-066 0.2% 87% False False 6,686
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-160
2.618 120-284
1.618 120-164
1.000 120-090
0.618 120-044
HIGH 119-290
0.618 119-244
0.500 119-230
0.382 119-216
LOW 119-170
0.618 119-096
1.000 119-050
1.618 118-296
2.618 118-176
4.250 117-300
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 119-257 119-253
PP 119-243 119-237
S1 119-230 119-220

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

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