ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 119-285 119-310 0-025 0.1% 119-177
High 120-015 120-005 -0-010 0.0% 120-015
Low 119-270 119-202 -0-068 -0.2% 119-137
Close 119-312 119-275 -0-037 -0.1% 119-275
Range 0-065 0-123 0-058 89.2% 0-198
ATR 0-086 0-089 0-003 3.1% 0-000
Volume 1,208,990 924,720 -284,270 -23.5% 4,443,188
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 120-316 120-259 120-023
R3 120-193 120-136 119-309
R2 120-070 120-070 119-298
R1 120-013 120-013 119-286 119-300
PP 119-267 119-267 119-267 119-251
S1 119-210 119-210 119-264 119-177
S2 119-144 119-144 119-252
S3 119-021 119-087 119-241
S4 118-218 118-284 119-207
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 121-203 121-117 120-064
R3 121-005 120-239 120-009
R2 120-127 120-127 119-311
R1 120-041 120-041 119-293 120-084
PP 119-249 119-249 119-249 119-270
S1 119-163 119-163 119-257 119-206
S2 119-051 119-051 119-239
S3 118-173 118-285 119-221
S4 117-295 118-087 119-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-015 119-137 0-198 0.5% 0-087 0.2% 70% False False 888,637
10 120-015 119-130 0-205 0.5% 0-093 0.2% 71% False False 455,138
20 120-020 119-100 0-240 0.6% 0-084 0.2% 73% False False 231,836
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 121-208
2.618 121-007
1.618 120-204
1.000 120-128
0.618 120-081
HIGH 120-005
0.618 119-278
0.500 119-264
0.382 119-249
LOW 119-202
0.618 119-126
1.000 119-079
1.618 119-003
2.618 118-200
4.250 117-319
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 119-271 119-272
PP 119-267 119-270
S1 119-264 119-268

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

View Archives - Comment on this page... - Back to Index of Symbols