ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 119-280 119-220 -0-060 -0.2% 119-270
High 120-000 119-280 -0-040 -0.1% 119-270
Low 119-210 119-140 -0-070 -0.2% 119-100
Close 119-220 119-170 -0-050 -0.1% 119-200
Range 0-110 0-140 0-030 27.3% 0-170
ATR 0-087 0-091 0-004 4.3% 0-000
Volume 17,436 31,411 13,975 80.2% 60,141
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 120-297 120-213 119-247
R3 120-157 120-073 119-208
R2 120-017 120-017 119-196
R1 119-253 119-253 119-183 119-225
PP 119-197 119-197 119-197 119-182
S1 119-113 119-113 119-157 119-085
S2 119-057 119-057 119-144
S3 118-237 118-293 119-132
S4 118-097 118-153 119-093
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
5 120-000 119-140 0-180 0.5% 0-100 0.3% 17% False True 19,658
10 120-000 119-100 0-220 0.6% 0-083 0.2% 32% False False 13,918
20 120-020 118-250 1-090 1.1% 0-076 0.2% 59% False False 9,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 121-235
2.618 121-007
1.618 120-187
1.000 120-100
0.618 120-047
HIGH 119-280
0.618 119-227
0.500 119-210
0.382 119-193
LOW 119-140
0.618 119-053
1.000 119-000
1.618 118-233
2.618 118-093
4.250 117-185
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 119-210 119-230
PP 119-197 119-210
S1 119-183 119-190

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

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