ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 120-092 120-080 -0-012 0.0% 120-162
High 120-102 120-107 0-005 0.0% 120-192
Low 120-092 120-080 -0-012 0.0% 120-080
Close 120-102 120-107 0-005 0.0% 120-107
Range 0-010 0-027 0-017 170.0% 0-112
ATR 0-080 0-076 -0-004 -4.7% 0-000
Volume 1,456 4,723 3,267 224.4% 12,342
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 120-179 120-170 120-122
R3 120-152 120-143 120-114
R2 120-125 120-125 120-112
R1 120-116 120-116 120-109 120-120
PP 120-098 120-098 120-098 120-100
S1 120-089 120-089 120-105 120-094
S2 120-071 120-071 120-102
S3 120-044 120-062 120-100
S4 120-017 120-035 120-092
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-142 121-077 120-169
R3 121-030 120-285 120-138
R2 120-238 120-238 120-128
R1 120-173 120-173 120-117 120-150
PP 120-126 120-126 120-126 120-115
S1 120-061 120-061 120-097 120-038
S2 120-014 120-014 120-086
S3 119-222 119-269 120-076
S4 119-110 119-157 120-045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-205 120-080 0-125 0.3% 0-040 0.1% 22% False True 3,317
10 121-102 120-080 1-022 0.9% 0-055 0.1% 8% False True 6,476
20 121-262 120-080 1-182 1.3% 0-066 0.2% 5% False True 37,291
40 122-052 120-080 1-292 1.6% 0-082 0.2% 4% False True 349,921
60 122-052 120-080 1-292 1.6% 0-084 0.2% 4% False True 374,320
80 122-052 118-100 3-272 3.2% 0-098 0.3% 53% False False 437,056
100 122-052 118-100 3-272 3.2% 0-099 0.3% 53% False False 398,014
120 122-052 118-100 3-272 3.2% 0-093 0.2% 53% False False 331,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-222
2.618 120-178
1.618 120-151
1.000 120-134
0.618 120-124
HIGH 120-107
0.618 120-097
0.500 120-094
0.382 120-090
LOW 120-080
0.618 120-063
1.000 120-053
1.618 120-036
2.618 120-009
4.250 119-285
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 120-102 120-128
PP 120-098 120-121
S1 120-094 120-114

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

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