ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 120-255 120-292 0-037 0.1% 121-002
High 121-000 121-042 0-042 0.1% 121-052
Low 120-245 120-230 -0-015 0.0% 120-210
Close 120-295 121-035 0-060 0.2% 121-002
Range 0-075 0-132 0-057 76.0% 0-162
ATR 0-111 0-113 0-001 1.3% 0-000
Volume 431,929 551,949 120,020 27.8% 2,269,759
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 122-072 122-025 121-108
R3 121-260 121-213 121-071
R2 121-128 121-128 121-059
R1 121-081 121-081 121-047 121-104
PP 120-316 120-316 120-316 121-007
S1 120-269 120-269 121-023 120-292
S2 120-184 120-184 121-011
S3 120-052 120-137 120-319
S4 119-240 120-005 120-282
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 122-147 122-077 121-091
R3 121-305 121-235 121-047
R2 121-143 121-143 121-032
R1 121-073 121-073 121-017 121-083
PP 120-301 120-301 120-301 120-306
S1 120-231 120-231 120-307 120-241
S2 120-139 120-139 120-292
S3 119-297 120-069 120-277
S4 119-135 119-227 120-233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-042 120-210 0-152 0.4% 0-099 0.3% 95% True False 418,558
10 121-097 120-210 0-207 0.5% 0-096 0.2% 70% False False 419,334
20 121-097 120-070 1-027 0.9% 0-100 0.3% 82% False False 472,640
40 121-097 118-100 2-317 2.5% 0-127 0.3% 94% False False 537,079
60 121-097 118-100 2-317 2.5% 0-112 0.3% 94% False False 359,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 122-283
2.618 122-068
1.618 121-256
1.000 121-174
0.618 121-124
HIGH 121-042
0.618 120-312
0.500 120-296
0.382 120-280
LOW 120-230
0.618 120-148
1.000 120-098
1.618 120-016
2.618 119-204
4.250 118-309
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 121-015 121-015
PP 120-316 120-316
S1 120-296 120-296

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

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