ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 121-207 121-195 -0-012 0.0% 121-217
High 121-267 121-202 -0-065 -0.2% 121-305
Low 121-162 121-125 -0-037 -0.1% 121-125
Close 121-220 121-140 -0-080 -0.2% 121-140
Range 0-105 0-077 -0-028 -26.7% 0-180
ATR 0-096 0-096 0-000 0.0% 0-000
Volume 632,848 521,535 -111,313 -17.6% 2,383,094
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-067 122-020 121-182
R3 121-310 121-263 121-161
R2 121-233 121-233 121-154
R1 121-186 121-186 121-147 121-171
PP 121-156 121-156 121-156 121-148
S1 121-109 121-109 121-133 121-094
S2 121-079 121-079 121-126
S3 121-002 121-032 121-119
S4 120-245 120-275 121-098
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 123-090 122-295 121-239
R3 122-230 122-115 121-190
R2 122-050 122-050 121-173
R1 121-255 121-255 121-156 121-222
PP 121-190 121-190 121-190 121-174
S1 121-075 121-075 121-124 121-042
S2 121-010 121-010 121-107
S3 120-150 120-215 121-090
S4 119-290 120-035 121-041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-305 121-125 0-180 0.5% 0-082 0.2% 8% False True 476,618
10 121-305 121-075 0-230 0.6% 0-078 0.2% 28% False False 441,399
20 121-305 120-210 1-095 1.1% 0-086 0.2% 60% False False 437,660
40 121-305 118-262 3-043 2.6% 0-106 0.3% 84% False False 508,065
60 121-305 118-100 3-205 3.0% 0-113 0.3% 86% False False 449,236
80 121-305 118-100 3-205 3.0% 0-100 0.3% 86% False False 337,249
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 0-021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-209
2.618 122-084
1.618 122-007
1.000 121-279
0.618 121-250
HIGH 121-202
0.618 121-173
0.500 121-164
0.382 121-154
LOW 121-125
0.618 121-077
1.000 121-048
1.618 121-000
2.618 120-243
4.250 120-118
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 121-164 121-215
PP 121-156 121-190
S1 121-148 121-165

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

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