ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 26-Feb-2014
Day Change Summary
Previous Current
25-Feb-2014 26-Feb-2014 Change Change % Previous Week
Open 119-177 119-225 0-048 0.1% 119-180
High 119-245 119-292 0-047 0.1% 120-000
Low 119-167 119-200 0-033 0.1% 119-130
Close 119-232 119-277 0-045 0.1% 119-190
Range 0-078 0-092 0-014 17.9% 0-190
ATR 0-087 0-088 0-000 0.4% 0-000
Volume 748,985 1,113,011 364,026 48.6% 86,813
Daily Pivots for day following 26-Feb-2014
Classic Woodie Camarilla DeMark
R4 120-212 120-177 120-008
R3 120-120 120-085 119-302
R2 120-028 120-028 119-294
R1 119-313 119-313 119-285 120-010
PP 119-256 119-256 119-256 119-265
S1 119-221 119-221 119-269 119-238
S2 119-164 119-164 119-260
S3 119-072 119-129 119-252
S4 118-300 119-037 119-226
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
5 119-292 119-130 0-162 0.4% 0-090 0.2% 91% True False 473,413
10 120-000 119-100 0-220 0.6% 0-087 0.2% 80% False False 244,163
20 120-020 119-090 0-250 0.7% 0-080 0.2% 75% False False 125,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-043
2.618 120-213
1.618 120-121
1.000 120-064
0.618 120-029
HIGH 119-292
0.618 119-257
0.500 119-246
0.382 119-235
LOW 119-200
0.618 119-143
1.000 119-108
1.618 119-051
2.618 118-279
4.250 118-129
Fisher Pivots for day following 26-Feb-2014
Pivot 1 day 3 day
R1 119-267 119-256
PP 119-256 119-235
S1 119-246 119-214

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

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