ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 119-220 119-170 -0-050 -0.1% 119-180
High 119-280 119-190 -0-090 -0.2% 120-000
Low 119-140 119-130 -0-010 0.0% 119-130
Close 119-170 119-190 0-020 0.1% 119-190
Range 0-140 0-060 -0-080 -57.1% 0-190
ATR 0-091 0-089 -0-002 -2.4% 0-000
Volume 31,411 26,180 -5,231 -16.7% 86,813
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 120-030 120-010 119-223
R3 119-290 119-270 119-206
R2 119-230 119-230 119-201
R1 119-210 119-210 119-196 119-220
PP 119-170 119-170 119-170 119-175
S1 119-150 119-150 119-184 119-160
S2 119-110 119-110 119-179
S3 119-050 119-090 119-174
S4 118-310 119-030 119-157
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 121-143 121-037 119-294
R3 120-273 120-167 119-242
R2 120-083 120-083 119-225
R1 119-297 119-297 119-207 120-030
PP 119-213 119-213 119-213 119-240
S1 119-107 119-107 119-173 119-160
S2 119-023 119-023 119-155
S3 118-153 118-237 119-138
S4 117-283 118-047 119-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-000 119-130 0-190 0.5% 0-098 0.3% 32% False True 21,638
10 120-000 119-100 0-220 0.6% 0-084 0.2% 41% False False 15,366
20 120-020 118-310 1-030 0.9% 0-076 0.2% 57% False False 10,268
Crabel Price Patterns
NR True
NR4 True
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 0-019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-125
2.618 120-027
1.618 119-287
1.000 119-250
0.618 119-227
HIGH 119-190
0.618 119-167
0.500 119-160
0.382 119-153
LOW 119-130
0.618 119-093
1.000 119-070
1.618 119-033
2.618 118-293
4.250 118-195
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 119-180 119-225
PP 119-170 119-213
S1 119-160 119-202

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

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