ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 121-067 121-002 -0-065 -0.2% 121-067
High 121-102 121-002 -0-100 -0.3% 121-145
Low 121-000 120-187 -0-133 -0.3% 120-305
Close 121-055 120-240 -0-135 -0.3% 121-010
Range 0-102 0-135 0-033 32.4% 0-160
ATR 0-082 0-089 0-008 9.3% 0-000
Volume 14,080 4,110 -9,970 -70.8% 83,167
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 122-015 121-262 120-314
R3 121-200 121-127 120-277
R2 121-065 121-065 120-265
R1 120-312 120-312 120-252 120-281
PP 120-250 120-250 120-250 120-234
S1 120-177 120-177 120-228 120-146
S2 120-115 120-115 120-215
S3 119-300 120-042 120-203
S4 119-165 119-227 120-166
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
5 121-102 120-187 0-235 0.6% 0-070 0.2% 23% False True 9,635
10 121-145 120-187 0-278 0.7% 0-070 0.2% 19% False True 18,704
20 121-302 120-187 1-115 1.1% 0-076 0.2% 12% False True 291,314
40 122-052 120-187 1-185 1.3% 0-086 0.2% 10% False True 398,013
60 122-052 120-187 1-185 1.3% 0-089 0.2% 10% False True 417,586
80 122-052 118-100 3-272 3.2% 0-103 0.3% 63% False False 482,733
100 122-052 118-100 3-272 3.2% 0-103 0.3% 63% False False 397,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 122-256
2.618 122-035
1.618 121-220
1.000 121-137
0.618 121-085
HIGH 121-002
0.618 120-270
0.500 120-254
0.382 120-239
LOW 120-187
0.618 120-104
1.000 120-052
1.618 119-289
2.618 119-154
4.250 118-253
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 120-254 120-304
PP 120-250 120-283
S1 120-245 120-262

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

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