ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 121-015 121-045 0-030 0.1% 121-067
High 121-040 121-075 0-035 0.1% 121-145
Low 121-007 121-045 0-038 0.1% 120-305
Close 121-017 121-075 0-058 0.1% 121-010
Range 0-033 0-030 -0-003 -9.1% 0-160
ATR 0-082 0-080 -0-002 -2.1% 0-000
Volume 17,378 5,326 -12,052 -69.4% 83,167
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-155 121-145 121-092
R3 121-125 121-115 121-083
R2 121-095 121-095 121-080
R1 121-085 121-085 121-078 121-090
PP 121-065 121-065 121-065 121-068
S1 121-055 121-055 121-072 121-060
S2 121-035 121-035 121-070
S3 121-005 121-025 121-067
S4 120-295 120-315 121-058
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
5 121-130 120-305 0-145 0.4% 0-048 0.1% 62% False False 9,399
10 121-217 120-305 0-232 0.6% 0-066 0.2% 39% False False 29,195
20 121-302 120-305 0-317 0.8% 0-073 0.2% 28% False False 366,466
40 122-052 120-305 1-067 1.0% 0-085 0.2% 23% False False 423,305
60 122-052 120-165 1-207 1.4% 0-088 0.2% 44% False False 434,360
80 122-052 118-100 3-272 3.2% 0-103 0.3% 76% False False 492,795
100 122-052 118-100 3-272 3.2% 0-102 0.3% 76% False False 397,743
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 121-202
2.618 121-154
1.618 121-124
1.000 121-105
0.618 121-094
HIGH 121-075
0.618 121-064
0.500 121-060
0.382 121-056
LOW 121-045
0.618 121-026
1.000 121-015
1.618 120-316
2.618 120-286
4.250 120-238
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 121-070 121-060
PP 121-065 121-045
S1 121-060 121-030

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

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