ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 121-287 121-237 -0-050 -0.1% 121-225
High 121-292 121-262 -0-030 -0.1% 121-302
Low 121-200 121-205 0-005 0.0% 121-185
Close 121-267 121-255 -0-012 0.0% 121-255
Range 0-092 0-057 -0-035 -38.0% 0-117
ATR 0-096 0-093 -0-002 -2.5% 0-000
Volume 937,470 119,685 -817,785 -87.2% 3,555,620
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-092 122-070 121-286
R3 122-035 122-013 121-271
R2 121-298 121-298 121-265
R1 121-276 121-276 121-260 121-287
PP 121-241 121-241 121-241 121-246
S1 121-219 121-219 121-250 121-230
S2 121-184 121-184 121-245
S3 121-127 121-162 121-239
S4 121-070 121-105 121-224
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-278 122-224 121-319
R3 122-161 122-107 121-287
R2 122-044 122-044 121-276
R1 121-310 121-310 121-266 122-017
PP 121-247 121-247 121-247 121-261
S1 121-193 121-193 121-244 121-220
S2 121-130 121-130 121-234
S3 121-013 121-076 121-223
S4 120-216 120-279 121-191
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-302 121-180 0-122 0.3% 0-069 0.2% 61% False False 854,498
10 121-302 121-135 0-167 0.4% 0-077 0.2% 72% False False 752,225
20 122-052 121-030 1-022 0.9% 0-096 0.2% 66% False False 636,892
40 122-052 120-210 1-162 1.2% 0-092 0.2% 76% False False 533,504
60 122-052 118-100 3-272 3.2% 0-106 0.3% 91% False False 557,179
80 122-052 118-100 3-272 3.2% 0-108 0.3% 91% False False 489,649
100 122-052 118-100 3-272 3.2% 0-099 0.3% 91% False False 391,975
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 122-184
2.618 122-091
1.618 122-034
1.000 121-319
0.618 121-297
HIGH 121-262
0.618 121-240
0.500 121-234
0.382 121-227
LOW 121-205
0.618 121-170
1.000 121-148
1.618 121-113
2.618 121-056
4.250 120-283
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 121-248 121-254
PP 121-241 121-252
S1 121-234 121-251

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

View Archives - Comment on this page... - Back to Index of Symbols