ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 121-037 121-117 0-080 0.2% 121-040
High 121-155 121-187 0-032 0.1% 121-187
Low 121-035 121-112 0-077 0.2% 120-230
Close 121-142 121-120 -0-022 -0.1% 121-120
Range 0-120 0-075 -0-045 -37.5% 0-277
ATR 0-113 0-111 -0-003 -2.4% 0-000
Volume 539,160 470,229 -68,931 -12.8% 2,069,453
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 122-045 121-317 121-161
R3 121-290 121-242 121-141
R2 121-215 121-215 121-134
R1 121-167 121-167 121-127 121-191
PP 121-140 121-140 121-140 121-152
S1 121-092 121-092 121-113 121-116
S2 121-065 121-065 121-106
S3 120-310 121-017 121-099
S4 120-235 120-262 121-079
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 123-263 123-149 121-272
R3 122-306 122-192 121-196
R2 122-029 122-029 121-171
R1 121-235 121-235 121-145 121-292
PP 121-072 121-072 121-072 121-101
S1 120-278 120-278 121-095 121-015
S2 120-115 120-115 121-069
S3 119-158 120-001 121-044
S4 118-201 119-044 120-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-187 120-230 0-277 0.7% 0-104 0.3% 76% True False 413,890
10 121-187 120-210 0-297 0.8% 0-094 0.2% 77% True False 433,921
20 121-187 120-082 1-105 1.1% 0-096 0.2% 84% True False 460,010
40 121-187 118-100 3-087 2.7% 0-125 0.3% 94% True False 557,842
60 121-187 118-100 3-087 2.7% 0-112 0.3% 94% True False 375,892
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-186
2.618 122-063
1.618 121-308
1.000 121-262
0.618 121-233
HIGH 121-187
0.618 121-158
0.500 121-150
0.382 121-141
LOW 121-112
0.618 121-066
1.000 121-037
1.618 120-311
2.618 120-236
4.250 120-113
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 121-150 121-096
PP 121-140 121-072
S1 121-130 121-048

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

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