ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 07-Feb-2014
Day Change Summary
Previous Current
06-Feb-2014 07-Feb-2014 Change Change % Previous Week
Open 120-240 120-202 -0-038 -0.1% 120-207
High 120-252 121-017 0-085 0.2% 121-030
Low 120-185 120-145 -0-040 -0.1% 120-145
Close 120-207 120-292 0-085 0.2% 120-292
Range 0-067 0-192 0-125 186.6% 0-205
ATR 0-109 0-115 0-006 5.5% 0-000
Volume 542,997 871,529 328,532 60.5% 3,527,948
Daily Pivots for day following 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 122-194 122-115 121-078
R3 122-002 121-243 121-025
R2 121-130 121-130 121-007
R1 121-051 121-051 120-310 121-090
PP 120-258 120-258 120-258 120-278
S1 120-179 120-179 120-274 120-218
S2 120-066 120-066 120-257
S3 119-194 119-307 120-239
S4 119-002 119-115 120-186
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 122-237 122-150 121-085
R3 122-032 121-265 121-028
R2 121-147 121-147 121-010
R1 121-060 121-060 120-311 121-104
PP 120-262 120-262 120-262 120-284
S1 120-175 120-175 120-273 120-218
S2 120-057 120-057 120-254
S3 119-172 119-290 120-236
S4 118-287 119-085 120-179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-030 120-145 0-205 0.5% 0-114 0.3% 72% False True 705,589
10 121-030 119-305 1-045 0.9% 0-115 0.3% 84% False False 746,006
20 121-030 119-060 1-290 1.6% 0-122 0.3% 90% False False 681,043
40 121-030 119-027 2-003 1.7% 0-106 0.3% 91% False False 558,565
60 121-030 119-027 2-003 1.7% 0-099 0.3% 91% False False 498,384
80 121-030 119-027 2-003 1.7% 0-087 0.2% 91% False False 374,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-193
2.618 122-200
1.618 122-008
1.000 121-209
0.618 121-136
HIGH 121-017
0.618 120-264
0.500 120-241
0.382 120-218
LOW 120-145
0.618 120-026
1.000 119-273
1.618 119-154
2.618 118-282
4.250 117-289
Fisher Pivots for day following 07-Feb-2014
Pivot 1 day 3 day
R1 120-275 120-277
PP 120-258 120-262
S1 120-241 120-248

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

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