ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 04-Feb-2014
Day Change Summary
Previous Current
03-Feb-2014 04-Feb-2014 Change Change % Previous Week
Open 119-180 119-290 0-110 0.3% 119-010
High 119-310 119-290 -0-020 -0.1% 119-210
Low 119-180 119-260 0-080 0.2% 118-310
Close 119-300 119-270 -0-030 -0.1% 119-190
Range 0-130 0-030 -0-100 -76.9% 0-220
ATR 0-087 0-083 -0-003 -3.8% 0-000
Volume 6,312 7,111 799 12.7% 13,557
Daily Pivots for day following 04-Feb-2014
Classic Woodie Camarilla DeMark
R4 120-043 120-027 119-286
R3 120-013 119-317 119-278
R2 119-303 119-303 119-276
R1 119-287 119-287 119-273 119-280
PP 119-273 119-273 119-273 119-270
S1 119-257 119-257 119-267 119-250
S2 119-243 119-243 119-264
S3 119-213 119-227 119-262
S4 119-183 119-197 119-254
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
5 119-310 119-090 0-220 0.6% 0-068 0.2% 82% False False 4,060
10 119-310 118-130 1-180 1.3% 0-058 0.2% 92% False False 3,021
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120-098
2.618 120-049
1.618 120-019
1.000 120-000
0.618 119-309
HIGH 119-290
0.618 119-279
0.500 119-275
0.382 119-271
LOW 119-260
0.618 119-241
1.000 119-230
1.618 119-211
2.618 119-181
4.250 119-132
Fisher Pivots for day following 04-Feb-2014
Pivot 1 day 3 day
R1 119-275 119-253
PP 119-273 119-237
S1 119-272 119-220

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

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