ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 121-117 121-115 -0-002 0.0% 121-040
High 121-187 121-137 -0-050 -0.1% 121-187
Low 121-112 121-075 -0-037 -0.1% 120-230
Close 121-120 121-095 -0-025 -0.1% 121-120
Range 0-075 0-062 -0-013 -17.3% 0-277
ATR 0-111 0-107 -0-003 -3.1% 0-000
Volume 470,229 289,461 -180,768 -38.4% 2,069,453
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 121-288 121-254 121-129
R3 121-226 121-192 121-112
R2 121-164 121-164 121-106
R1 121-130 121-130 121-101 121-116
PP 121-102 121-102 121-102 121-096
S1 121-068 121-068 121-089 121-054
S2 121-040 121-040 121-084
S3 120-298 121-006 121-078
S4 120-236 120-264 121-061
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% 0-093 0.2% 67% False False 456,545
10 121-187 120-210 0-297 0.8% 0-093 0.2% 69% False False 433,866
20 121-187 120-165 1-022 0.9% 0-094 0.2% 73% False False 456,469
40 121-187 118-100 3-087 2.7% 0-122 0.3% 91% False False 562,285
60 121-187 118-100 3-087 2.7% 0-113 0.3% 91% False False 380,702
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17 trading days
Fibonacci Retracements and Extensions
4.250 122-080
2.618 121-299
1.618 121-237
1.000 121-199
0.618 121-175
HIGH 121-137
0.618 121-113
0.500 121-106
0.382 121-099
LOW 121-075
0.618 121-037
1.000 121-013
1.618 120-295
2.618 120-233
4.250 120-132
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 121-106 121-111
PP 121-102 121-106
S1 121-099 121-100

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

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