ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 119-170 119-177 0-007 0.0% 119-180
High 119-190 119-215 0-025 0.1% 120-000
Low 119-130 119-137 0-007 0.0% 119-130
Close 119-190 119-167 -0-023 -0.1% 119-190
Range 0-060 0-078 0-018 30.0% 0-190
ATR 0-089 0-088 -0-001 -0.9% 0-000
Volume 26,180 447,482 421,302 1,609.3% 86,813
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 120-087 120-045 119-210
R3 120-009 119-287 119-188
R2 119-251 119-251 119-181
R1 119-209 119-209 119-174 119-191
PP 119-173 119-173 119-173 119-164
S1 119-131 119-131 119-160 119-113
S2 119-095 119-095 119-153
S3 119-017 119-053 119-146
S4 118-259 118-295 119-124
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% 0-102 0.3% 19% False False 106,859
10 120-000 119-100 0-220 0.6% 0-077 0.2% 30% False False 59,443
20 120-020 118-310 1-030 0.9% 0-077 0.2% 51% False False 32,608
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-226
2.618 120-099
1.618 120-021
1.000 119-293
0.618 119-263
HIGH 119-215
0.618 119-185
0.500 119-176
0.382 119-167
LOW 119-137
0.618 119-089
1.000 119-059
1.618 119-011
2.618 118-253
4.250 118-126
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 119-176 119-205
PP 119-173 119-192
S1 119-170 119-180

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

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