ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 120-080 120-090 0-010 0.0% 120-030
High 120-080 120-200 0-120 0.3% 120-050
Low 120-080 120-070 -0-010 0.0% 120-000
Close 120-080 120-200 0-120 0.3% 120-050
Range 0-000 0-130 0-130 0-050
ATR
Volume 77 104 27 35.1% 7
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 121-227 121-183 120-272
R3 121-097 121-053 120-236
R2 120-287 120-287 120-224
R1 120-243 120-243 120-212 120-265
PP 120-157 120-157 120-157 120-168
S1 120-113 120-113 120-188 120-135
S2 120-027 120-027 120-176
S3 119-217 119-303 120-164
S4 119-087 119-173 120-128
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 120-183 120-167 120-078
R3 120-133 120-117 120-064
R2 120-083 120-083 120-059
R1 120-067 120-067 120-055 120-075
PP 120-033 120-033 120-033 120-038
S1 120-017 120-017 120-045 120-025
S2 119-303 119-303 120-041
S3 119-253 119-287 120-036
S4 119-203 119-237 120-022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-200 120-000 0-200 0.5% 0-030 0.1% 100% True False 358
10 120-200 120-000 0-200 0.5% 0-017 0.0% 100% True False 180
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 122-112
2.618 121-220
1.618 121-090
1.000 121-010
0.618 120-280
HIGH 120-200
0.618 120-150
0.500 120-135
0.382 120-120
LOW 120-070
0.618 119-310
1.000 119-260
1.618 119-180
2.618 119-050
4.250 118-158
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 120-178 120-167
PP 120-157 120-133
S1 120-135 120-100

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

View Archives - Comment on this page... - Back to Index of Symbols