ECBOT 5 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 119-270 119-230 -0-040 -0.1% 119-180
High 119-270 119-230 -0-040 -0.1% 120-020
Low 119-260 119-170 -0-090 -0.2% 119-160
Close 119-260 119-180 -0-080 -0.2% 119-280
Range 0-010 0-060 0-050 500.0% 0-180
ATR 0-083 0-084 0-000 0.6% 0-000
Volume 7,210 7,585 375 5.2% 44,169
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 120-053 120-017 119-213
R3 119-313 119-277 119-196
R2 119-253 119-253 119-191
R1 119-217 119-217 119-186 119-205
PP 119-193 119-193 119-193 119-188
S1 119-157 119-157 119-174 119-145
S2 119-133 119-133 119-169
S3 119-073 119-097 119-164
S4 119-013 119-037 119-147
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% 0-078 0.2% 11% False False 9,108
10 120-020 119-090 0-250 0.7% 0-073 0.2% 36% False False 6,584
20 120-020 118-130 1-210 1.4% 0-054 0.1% 70% False False 3,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-165
2.618 120-067
1.618 120-007
1.000 119-290
0.618 119-267
HIGH 119-230
0.618 119-207
0.500 119-200
0.382 119-193
LOW 119-170
0.618 119-133
1.000 119-110
1.618 119-073
2.618 119-013
4.250 118-235
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 119-200 119-235
PP 119-193 119-217
S1 119-187 119-198

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

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