ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary
Previous Current
30-Jan-2014 31-Jan-2014 Change Change % Previous Week
Open 119-110 119-140 0-030 0.1% 119-010
High 119-140 119-210 0-070 0.2% 119-210
Low 119-090 119-130 0-040 0.1% 118-310
Close 119-140 119-190 0-050 0.1% 119-190
Range 0-050 0-080 0-030 60.0% 0-220
ATR 0-084 0-083 0-000 -0.3% 0-000
Volume 2,900 2,415 -485 -16.7% 13,557
Daily Pivots for day following 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 120-097 120-063 119-234
R3 120-017 119-303 119-212
R2 119-257 119-257 119-205
R1 119-223 119-223 119-197 119-240
PP 119-177 119-177 119-177 119-185
S1 119-143 119-143 119-183 119-160
S2 119-097 119-097 119-175
S3 119-017 119-063 119-168
S4 118-257 118-303 119-146
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 121-150 121-070 119-311
R3 120-250 120-170 119-250
R2 120-030 120-030 119-230
R1 119-270 119-270 119-210 119-310
PP 119-130 119-130 119-130 119-150
S1 119-050 119-050 119-170 119-090
S2 118-230 118-230 119-150
S3 118-010 118-150 119-130
S4 117-110 117-250 119-069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-210 118-310 0-220 0.6% 0-060 0.2% 91% True False 2,711
10 119-210 118-130 1-080 1.0% 0-046 0.1% 95% True False 1,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 120-230
2.618 120-099
1.618 120-019
1.000 119-290
0.618 119-259
HIGH 119-210
0.618 119-179
0.500 119-170
0.382 119-161
LOW 119-130
0.618 119-081
1.000 119-050
1.618 119-001
2.618 118-241
4.250 118-110
Fisher Pivots for day following 31-Jan-2014
Pivot 1 day 3 day
R1 119-183 119-177
PP 119-177 119-163
S1 119-170 119-150

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

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