ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 119-225 119-285 0-060 0.2% 119-180
High 119-292 120-015 0-043 0.1% 120-000
Low 119-200 119-270 0-070 0.2% 119-130
Close 119-277 119-312 0-035 0.1% 119-190
Range 0-092 0-065 -0-027 -29.3% 0-190
ATR 0-088 0-086 -0-002 -1.8% 0-000
Volume 1,113,011 1,208,990 95,979 8.6% 86,813
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 120-181 120-151 120-028
R3 120-116 120-086 120-010
R2 120-051 120-051 120-004
R1 120-021 120-021 119-318 120-036
PP 119-306 119-306 119-306 119-313
S1 119-276 119-276 119-306 119-291
S2 119-241 119-241 119-300
S3 119-176 119-211 119-294
S4 119-111 119-146 119-276
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
5 120-015 119-130 0-205 0.5% 0-075 0.2% 89% True False 708,929
10 120-015 119-130 0-205 0.5% 0-087 0.2% 89% True False 364,293
20 120-020 119-090 0-250 0.7% 0-081 0.2% 89% False False 185,745
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 0-022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-291
2.618 120-185
1.618 120-120
1.000 120-080
0.618 120-055
HIGH 120-015
0.618 119-310
0.500 119-302
0.382 119-295
LOW 119-270
0.618 119-230
1.000 119-205
1.618 119-165
2.618 119-100
4.250 118-314
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 119-309 119-292
PP 119-306 119-271
S1 119-302 119-251

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

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