ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 121-245 121-287 0-042 0.1% 121-210
High 121-302 121-292 -0-010 0.0% 121-282
Low 121-220 121-200 -0-020 -0.1% 121-135
Close 121-300 121-267 -0-033 -0.1% 121-220
Range 0-082 0-092 0-010 12.2% 0-147
ATR 0-095 0-096 0-000 0.4% 0-000
Volume 1,404,171 937,470 -466,701 -33.2% 3,548,448
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-209 122-170 121-318
R3 122-117 122-078 121-292
R2 122-025 122-025 121-284
R1 121-306 121-306 121-275 121-280
PP 121-253 121-253 121-253 121-240
S1 121-214 121-214 121-259 121-188
S2 121-161 121-161 121-250
S3 121-069 121-122 121-242
S4 120-297 121-030 121-216
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
5 121-302 121-135 0-167 0.4% 0-078 0.2% 79% False False 1,019,407
10 121-302 121-135 0-167 0.4% 0-080 0.2% 79% False False 808,527
20 122-052 121-030 1-022 0.9% 0-098 0.3% 69% False False 662,551
40 122-052 120-210 1-162 1.2% 0-093 0.2% 78% False False 542,834
60 122-052 118-100 3-272 3.2% 0-109 0.3% 91% False False 570,310
80 122-052 118-100 3-272 3.2% 0-107 0.3% 91% False False 488,195
100 122-052 118-100 3-272 3.2% 0-099 0.3% 91% False False 390,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-043
2.618 122-213
1.618 122-121
1.000 122-064
0.618 122-029
HIGH 121-292
0.618 121-257
0.500 121-246
0.382 121-235
LOW 121-200
0.618 121-143
1.000 121-108
1.618 121-051
2.618 120-279
4.250 120-129
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 121-260 121-259
PP 121-253 121-251
S1 121-246 121-244

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

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