ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 119-180 119-280 0-100 0.3% 119-270
High 119-290 120-000 0-030 0.1% 119-270
Low 119-170 119-210 0-040 0.1% 119-100
Close 119-270 119-220 -0-050 -0.1% 119-200
Range 0-120 0-110 -0-010 -8.3% 0-170
ATR 0-086 0-087 0-002 2.0% 0-000
Volume 11,786 17,436 5,650 47.9% 60,141
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 120-260 120-190 119-280
R3 120-150 120-080 119-250
R2 120-040 120-040 119-240
R1 119-290 119-290 119-230 119-270
PP 119-250 119-250 119-250 119-240
S1 119-180 119-180 119-210 119-160
S2 119-140 119-140 119-200
S3 119-030 119-070 119-190
S4 118-240 118-280 119-160
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
5 120-000 119-100 0-220 0.6% 0-084 0.2% 55% True False 14,913
10 120-020 119-100 0-240 0.6% 0-081 0.2% 50% False False 12,010
20 120-020 118-130 1-210 1.4% 0-070 0.2% 77% False False 7,516
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-148
2.618 120-288
1.618 120-178
1.000 120-110
0.618 120-068
HIGH 120-000
0.618 119-278
0.500 119-265
0.382 119-252
LOW 119-210
0.618 119-142
1.000 119-100
1.618 119-032
2.618 118-242
4.250 118-062
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 119-265 119-245
PP 119-250 119-237
S1 119-235 119-228

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

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