ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 121-200 121-187 -0-013 0.0% 121-102
High 121-275 121-240 -0-035 -0.1% 121-247
Low 121-165 121-135 -0-030 -0.1% 121-030
Close 121-200 121-207 0-007 0.0% 121-217
Range 0-110 0-105 -0-005 -4.5% 0-217
ATR 0-103 0-103 0-000 0.2% 0-000
Volume 1,011,919 944,233 -67,686 -6.7% 2,160,987
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-189 122-143 121-265
R3 122-084 122-038 121-236
R2 121-299 121-299 121-226
R1 121-253 121-253 121-217 121-276
PP 121-194 121-194 121-194 121-206
S1 121-148 121-148 121-197 121-171
S2 121-089 121-089 121-188
S3 120-304 121-043 121-178
S4 120-199 120-258 121-149
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
5 121-282 121-135 0-147 0.4% 0-086 0.2% 49% False True 649,952
10 122-052 121-030 1-022 0.9% 0-113 0.3% 52% False False 574,142
20 122-052 121-030 1-022 0.9% 0-098 0.3% 52% False False 530,452
40 122-052 120-210 1-162 1.2% 0-097 0.2% 66% False False 492,559
60 122-052 118-100 3-272 3.2% 0-112 0.3% 87% False False 548,120
80 122-052 118-100 3-272 3.2% 0-110 0.3% 87% False False 436,349
100 122-052 118-100 3-272 3.2% 0-096 0.2% 87% False False 349,260
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-046
2.618 122-195
1.618 122-090
1.000 122-025
0.618 121-305
HIGH 121-240
0.618 121-200
0.500 121-188
0.382 121-175
LOW 121-135
0.618 121-070
1.000 121-030
1.618 120-285
2.618 120-180
4.250 120-009
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 121-200 121-206
PP 121-194 121-206
S1 121-188 121-205

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

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