ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 120-080 120-132 0-052 0.1% 120-162
High 120-107 120-155 0-048 0.1% 120-192
Low 120-080 120-125 0-045 0.1% 120-080
Close 120-107 120-150 0-043 0.1% 120-107
Range 0-027 0-030 0-003 11.1% 0-112
ATR 0-076 0-074 -0-002 -2.6% 0-000
Volume 4,723 1,811 -2,912 -61.7% 12,342
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 120-233 120-222 120-166
R3 120-203 120-192 120-158
R2 120-173 120-173 120-156
R1 120-162 120-162 120-153 120-168
PP 120-143 120-143 120-143 120-146
S1 120-132 120-132 120-147 120-138
S2 120-113 120-113 120-144
S3 120-083 120-102 120-142
S4 120-053 120-072 120-134
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
5 120-192 120-080 0-112 0.3% 0-035 0.1% 63% False False 2,830
10 121-102 120-080 1-022 0.9% 0-053 0.1% 20% False False 5,929
20 121-247 120-080 1-167 1.3% 0-065 0.2% 14% False False 31,398
40 122-052 120-080 1-292 1.6% 0-080 0.2% 11% False False 334,145
60 122-052 120-080 1-292 1.6% 0-083 0.2% 11% False False 366,135
80 122-052 118-100 3-272 3.2% 0-096 0.2% 56% False False 425,734
100 122-052 118-100 3-272 3.2% 0-099 0.3% 56% False False 397,999
120 122-052 118-100 3-272 3.2% 0-093 0.2% 56% False False 331,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-282
2.618 120-234
1.618 120-204
1.000 120-185
0.618 120-174
HIGH 120-155
0.618 120-144
0.500 120-140
0.382 120-136
LOW 120-125
0.618 120-106
1.000 120-095
1.618 120-076
2.618 120-046
4.250 119-318
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 120-147 120-139
PP 120-143 120-128
S1 120-140 120-118

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

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