ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 121-050 121-205 0-155 0.4% 121-132
High 121-217 121-247 0-030 0.1% 122-052
Low 121-047 121-162 0-115 0.3% 121-055
Close 121-135 121-230 0-095 0.2% 121-105
Range 0-170 0-085 -0-085 -50.0% 0-317
ATR 0-109 0-109 0-000 0.2% 0-000
Volume 516,469 682,710 166,241 32.2% 2,951,267
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-148 122-114 121-277
R3 122-063 122-029 121-253
R2 121-298 121-298 121-246
R1 121-264 121-264 121-238 121-281
PP 121-213 121-213 121-213 121-222
S1 121-179 121-179 121-222 121-196
S2 121-128 121-128 121-214
S3 121-043 121-094 121-207
S4 120-278 121-009 121-183
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
5 122-052 121-030 1-022 0.9% 0-139 0.4% 58% False False 498,333
10 122-052 121-030 1-022 0.9% 0-115 0.3% 58% False False 521,560
20 122-052 121-030 1-022 0.9% 0-096 0.2% 58% False False 478,914
40 122-052 120-070 1-302 1.6% 0-097 0.2% 77% False False 470,334
60 122-052 118-100 3-272 3.2% 0-116 0.3% 88% False False 524,980
80 122-052 118-100 3-272 3.2% 0-108 0.3% 88% False False 395,868
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-288
2.618 122-150
1.618 122-065
1.000 122-012
0.618 121-300
HIGH 121-247
0.618 121-215
0.500 121-204
0.382 121-194
LOW 121-162
0.618 121-109
1.000 121-077
1.618 121-024
2.618 120-259
4.250 120-121
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 121-222 121-200
PP 121-213 121-169
S1 121-204 121-138

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

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