ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 121-187 121-207 0-020 0.1% 121-210
High 121-240 121-230 -0-010 0.0% 121-282
Low 121-135 121-180 0-045 0.1% 121-135
Close 121-207 121-220 0-013 0.0% 121-220
Range 0-105 0-050 -0-055 -52.4% 0-147
ATR 0-103 0-099 -0-004 -3.7% 0-000
Volume 944,233 716,871 -227,362 -24.1% 3,548,448
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-040 122-020 121-248
R3 121-310 121-290 121-234
R2 121-260 121-260 121-229
R1 121-240 121-240 121-225 121-250
PP 121-210 121-210 121-210 121-215
S1 121-190 121-190 121-215 121-200
S2 121-160 121-160 121-211
S3 121-110 121-140 121-206
S4 121-060 121-090 121-192
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 123-013 122-264 121-301
R3 122-186 122-117 121-260
R2 122-039 122-039 121-247
R1 121-290 121-290 121-233 122-004
PP 121-212 121-212 121-212 121-230
S1 121-143 121-143 121-207 121-178
S2 121-065 121-065 121-193
S3 120-238 120-316 121-180
S4 120-091 120-169 121-139
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% 0-085 0.2% 58% False False 709,689
10 121-282 121-030 0-252 0.6% 0-086 0.2% 75% False False 570,943
20 122-052 121-030 1-022 0.9% 0-098 0.3% 56% False False 552,189
40 122-052 120-210 1-162 1.2% 0-095 0.2% 68% False False 499,053
60 122-052 118-100 3-272 3.2% 0-111 0.3% 88% False False 550,540
80 122-052 118-100 3-272 3.2% 0-109 0.3% 88% False False 445,291
100 122-052 118-100 3-272 3.2% 0-096 0.2% 88% False False 356,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 122-122
2.618 122-041
1.618 121-311
1.000 121-280
0.618 121-261
HIGH 121-230
0.618 121-211
0.500 121-205
0.382 121-199
LOW 121-180
0.618 121-149
1.000 121-130
1.618 121-099
2.618 121-049
4.250 120-288
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 121-215 121-215
PP 121-210 121-210
S1 121-205 121-205

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

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