ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 121-067 121-095 0-028 0.1% 121-227
High 121-102 121-145 0-043 0.1% 121-247
Low 121-057 121-085 0-028 0.1% 120-312
Close 121-062 121-135 0-073 0.2% 121-052
Range 0-045 0-060 0-015 33.3% 0-255
ATR 0-092 0-092 -0-001 -0.7% 0-000
Volume 44,355 14,521 -29,834 -67.3% 485,503
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-302 121-278 121-168
R3 121-242 121-218 121-152
R2 121-182 121-182 121-146
R1 121-158 121-158 121-140 121-170
PP 121-122 121-122 121-122 121-128
S1 121-098 121-098 121-130 121-110
S2 121-062 121-062 121-124
S3 121-002 121-038 121-118
S4 120-262 120-298 121-102
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 123-222 123-072 121-192
R3 122-287 122-137 121-122
R2 122-032 122-032 121-099
R1 121-202 121-202 121-075 121-150
PP 121-097 121-097 121-097 121-071
S1 120-267 120-267 121-029 120-214
S2 120-162 120-162 121-005
S3 119-227 120-012 120-302
S4 118-292 119-077 120-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-217 120-312 0-225 0.6% 0-085 0.2% 64% False False 48,991
10 121-302 120-312 0-310 0.8% 0-082 0.2% 46% False False 300,570
20 121-302 120-312 0-310 0.8% 0-084 0.2% 46% False False 486,479
40 122-052 120-230 1-142 1.2% 0-090 0.2% 49% False False 479,199
60 122-052 119-140 2-232 2.2% 0-098 0.3% 73% False False 487,868
80 122-052 118-100 3-272 3.2% 0-108 0.3% 81% False False 496,075
100 122-052 118-100 3-272 3.2% 0-102 0.3% 81% False False 397,384
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-080
2.618 121-302
1.618 121-242
1.000 121-205
0.618 121-182
HIGH 121-145
0.618 121-122
0.500 121-115
0.382 121-108
LOW 121-085
0.618 121-048
1.000 121-025
1.618 120-308
2.618 120-248
4.250 120-150
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 121-128 121-113
PP 121-122 121-091
S1 121-115 121-068

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

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