ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 119-190 119-270 0-080 0.2% 119-180
High 119-310 119-270 -0-040 -0.1% 120-020
Low 119-160 119-260 0-100 0.3% 119-160
Close 119-280 119-260 -0-020 -0.1% 119-280
Range 0-150 0-010 -0-140 -93.3% 0-180
ATR 0-088 0-083 -0-005 -5.5% 0-000
Volume 6,711 7,210 499 7.4% 44,169
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 119-293 119-287 119-266
R3 119-283 119-277 119-263
R2 119-273 119-273 119-262
R1 119-267 119-267 119-261 119-265
PP 119-263 119-263 119-263 119-262
S1 119-257 119-257 119-259 119-255
S2 119-253 119-253 119-258
S3 119-243 119-247 119-257
S4 119-233 119-237 119-254
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 121-160 121-080 120-059
R3 120-300 120-220 120-010
R2 120-120 120-120 119-313
R1 120-040 120-040 119-296 120-080
PP 119-260 119-260 119-260 119-280
S1 119-180 119-180 119-264 119-220
S2 119-080 119-080 119-247
S3 118-220 119-000 119-230
S4 118-040 118-140 119-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-020 119-160 0-180 0.5% 0-072 0.2% 56% False False 9,013
10 120-020 118-310 1-030 0.9% 0-074 0.2% 77% False False 6,094
20 120-020 118-130 1-210 1.4% 0-050 0.1% 85% False False 3,636
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 0-014
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 119-312
2.618 119-296
1.618 119-286
1.000 119-280
0.618 119-276
HIGH 119-270
0.618 119-266
0.500 119-265
0.382 119-264
LOW 119-260
0.618 119-254
1.000 119-250
1.618 119-244
2.618 119-234
4.250 119-218
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 119-265 119-252
PP 119-263 119-243
S1 119-262 119-235

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

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