ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 121-210 121-262 0-052 0.1% 121-102
High 121-282 121-275 -0-007 0.0% 121-247
Low 121-202 121-195 -0-007 0.0% 121-030
Close 121-257 121-200 -0-057 -0.1% 121-217
Range 0-080 0-080 0-000 0.0% 0-217
ATR 0-104 0-102 -0-002 -1.6% 0-000
Volume 366,112 509,313 143,201 39.1% 2,160,987
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-143 122-092 121-244
R3 122-063 122-012 121-222
R2 121-303 121-303 121-215
R1 121-252 121-252 121-207 121-238
PP 121-223 121-223 121-223 121-216
S1 121-172 121-172 121-193 121-158
S2 121-143 121-143 121-185
S3 121-063 121-092 121-178
S4 120-303 121-012 121-156
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 123-176 123-093 122-016
R3 122-279 122-196 121-277
R2 122-062 122-062 121-257
R1 121-299 121-299 121-237 122-020
PP 121-165 121-165 121-165 121-185
S1 121-082 121-082 121-197 121-124
S2 120-268 120-268 121-177
S3 120-051 120-185 121-157
S4 119-154 119-288 121-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-282 121-047 0-235 0.6% 0-094 0.2% 65% False False 498,557
10 122-052 121-030 1-022 0.9% 0-113 0.3% 50% False False 513,717
20 122-052 121-030 1-022 0.9% 0-094 0.2% 50% False False 478,504
40 122-052 120-195 1-177 1.3% 0-095 0.2% 65% False False 468,089
60 122-052 118-100 3-272 3.2% 0-113 0.3% 86% False False 539,108
80 122-052 118-100 3-272 3.2% 0-109 0.3% 86% False False 411,925
Crabel Price Patterns
NR False
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 0-023
Fibonacci Retracements and Extensions
4.250 122-295
2.618 122-164
1.618 122-084
1.000 122-035
0.618 122-004
HIGH 121-275
0.618 121-244
0.500 121-235
0.382 121-226
LOW 121-195
0.618 121-146
1.000 121-115
1.618 121-066
2.618 120-306
4.250 120-175
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 121-235 121-234
PP 121-223 121-223
S1 121-212 121-212

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

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