ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 121-062 121-000 -0-062 -0.2% 121-067
High 121-075 121-035 -0-040 -0.1% 121-145
Low 121-002 120-305 -0-017 0.0% 120-305
Close 121-012 121-010 -0-002 0.0% 121-010
Range 0-073 0-050 -0-023 -31.5% 0-160
ATR 0-088 0-086 -0-003 -3.1% 0-000
Volume 8,855 7,285 -1,570 -17.7% 83,167
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-160 121-135 121-038
R3 121-110 121-085 121-024
R2 121-060 121-060 121-019
R1 121-035 121-035 121-015 121-048
PP 121-010 121-010 121-010 121-016
S1 120-305 120-305 121-005 120-318
S2 120-280 120-280 121-001
S3 120-230 120-255 120-316
S4 120-180 120-205 120-302
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 122-207 122-108 121-098
R3 122-047 121-268 121-054
R2 121-207 121-207 121-039
R1 121-108 121-108 121-025 121-078
PP 121-047 121-047 121-047 121-031
S1 120-268 120-268 120-315 120-238
S2 120-207 120-207 120-301
S3 120-047 120-108 120-286
S4 119-207 119-268 120-242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-145 120-305 0-160 0.4% 0-056 0.1% 16% False True 16,633
10 121-247 120-305 0-262 0.7% 0-076 0.2% 10% False True 56,867
20 121-302 120-305 0-317 0.8% 0-077 0.2% 8% False True 404,546
40 122-052 120-305 1-067 1.0% 0-087 0.2% 6% False True 441,730
60 122-052 120-070 1-302 1.6% 0-090 0.2% 42% False False 448,405
80 122-052 118-100 3-272 3.2% 0-106 0.3% 71% False False 494,872
100 122-052 118-100 3-272 3.2% 0-102 0.3% 71% False False 397,604
Crabel Price Patterns
NR True
NR4 True
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 0-013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-248
2.618 121-166
1.618 121-116
1.000 121-085
0.618 121-066
HIGH 121-035
0.618 121-016
0.500 121-010
0.382 121-004
LOW 120-305
0.618 120-274
1.000 120-255
1.618 120-224
2.618 120-174
4.250 120-092
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 121-010 121-058
PP 121-010 121-042
S1 121-010 121-026

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

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