ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 121-207 121-255 0-048 0.1% 121-132
High 121-312 122-052 0-060 0.2% 122-052
Low 121-207 121-055 -0-152 -0.4% 121-055
Close 121-250 121-105 -0-145 -0.4% 121-105
Range 0-105 0-317 0-212 201.9% 0-317
ATR 0-095 0-111 0-016 16.6% 0-000
Volume 721,584 748,865 27,281 3.8% 2,951,267
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 124-168 123-294 121-279
R3 123-171 122-297 121-192
R2 122-174 122-174 121-163
R1 121-300 121-300 121-134 121-238
PP 121-177 121-177 121-177 121-147
S1 120-303 120-303 121-076 120-242
S2 120-180 120-180 121-047
S3 119-183 119-306 121-018
S4 118-186 118-309 120-251
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 124-168 123-294 121-279
R3 123-171 122-297 121-192
R2 122-174 122-174 121-163
R1 121-300 121-300 121-134 121-238
PP 121-177 121-177 121-177 121-147
S1 120-303 120-303 121-076 120-242
S2 120-180 120-180 121-047
S3 119-183 119-306 121-018
S4 118-186 118-309 120-251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-052 121-055 0-317 0.8% 0-138 0.4% 16% True True 590,253
10 122-052 121-055 0-317 0.8% 0-110 0.3% 16% True True 533,436
20 122-052 120-230 1-142 1.2% 0-100 0.3% 42% True False 471,735
40 122-052 119-140 2-232 2.2% 0-109 0.3% 69% True False 506,836
60 122-052 118-100 3-272 3.2% 0-117 0.3% 78% True False 498,190
80 122-052 118-100 3-272 3.2% 0-105 0.3% 78% True False 374,118
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 126-119
2.618 124-242
1.618 123-245
1.000 123-049
0.618 122-248
HIGH 122-052
0.618 121-251
0.500 121-214
0.382 121-176
LOW 121-055
0.618 120-179
1.000 120-058
1.618 119-182
2.618 118-185
4.250 116-308
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 121-214 121-214
PP 121-177 121-177
S1 121-141 121-141

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

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