ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 120-172 120-162 -0-010 0.0% 121-015
High 120-205 120-192 -0-013 0.0% 121-102
Low 120-150 120-162 0-012 0.0% 120-150
Close 120-205 120-170 -0-035 -0.1% 120-205
Range 0-055 0-030 -0-025 -45.5% 0-272
ATR 0-089 0-086 -0-003 -3.7% 0-000
Volume 4,245 3,810 -435 -10.2% 45,139
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 120-265 120-247 120-186
R3 120-235 120-217 120-178
R2 120-205 120-205 120-176
R1 120-187 120-187 120-173 120-196
PP 120-175 120-175 120-175 120-179
S1 120-157 120-157 120-167 120-166
S2 120-145 120-145 120-164
S3 120-115 120-127 120-162
S4 120-085 120-097 120-154
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 123-115 122-272 121-035
R3 122-163 122-000 120-280
R2 121-211 121-211 120-255
R1 121-048 121-048 120-230 120-314
PP 120-259 120-259 120-259 120-232
S1 120-096 120-096 120-180 120-042
S2 119-307 119-307 120-155
S3 119-035 119-144 120-130
S4 118-083 118-192 120-055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-102 120-150 0-272 0.7% 0-070 0.2% 7% False False 6,314
10 121-145 120-150 0-315 0.8% 0-062 0.2% 6% False False 8,776
20 121-302 120-150 1-152 1.2% 0-072 0.2% 4% False False 208,661
40 122-052 120-150 1-222 1.4% 0-085 0.2% 4% False False 380,425
60 122-052 120-150 1-222 1.4% 0-087 0.2% 4% False False 402,256
80 122-052 118-100 3-272 3.2% 0-101 0.3% 58% False False 465,070
100 122-052 118-100 3-272 3.2% 0-101 0.3% 58% False False 397,965
120 122-052 118-100 3-272 3.2% 0-092 0.2% 58% False False 331,800
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-000
2.618 120-271
1.618 120-241
1.000 120-222
0.618 120-211
HIGH 120-192
0.618 120-181
0.500 120-177
0.382 120-173
LOW 120-162
0.618 120-143
1.000 120-132
1.618 120-113
2.618 120-083
4.250 120-034
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 120-177 120-236
PP 120-175 120-214
S1 120-172 120-192

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

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