ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 119-140 119-180 0-040 0.1% 119-010
High 119-210 119-310 0-100 0.3% 119-210
Low 119-130 119-180 0-050 0.1% 118-310
Close 119-190 119-300 0-110 0.3% 119-190
Range 0-080 0-130 0-050 62.5% 0-220
ATR 0-083 0-087 0-003 4.0% 0-000
Volume 2,415 6,312 3,897 161.4% 13,557
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 121-013 120-287 120-052
R3 120-203 120-157 120-016
R2 120-073 120-073 120-004
R1 120-027 120-027 119-312 120-050
PP 119-263 119-263 119-263 119-275
S1 119-217 119-217 119-288 119-240
S2 119-133 119-133 119-276
S3 119-003 119-087 119-264
S4 118-193 118-277 119-228
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
5 119-310 118-310 1-000 0.8% 0-076 0.2% 97% True False 3,175
10 119-310 118-130 1-180 1.3% 0-059 0.2% 98% True False 2,393
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 15 trading days
Fibonacci Retracements and Extensions
4.250 121-222
2.618 121-010
1.618 120-200
1.000 120-120
0.618 120-070
HIGH 119-310
0.618 119-260
0.500 119-245
0.382 119-230
LOW 119-180
0.618 119-100
1.000 119-050
1.618 118-290
2.618 118-160
4.250 117-268
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 119-282 119-267
PP 119-263 119-233
S1 119-245 119-200

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

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