ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 120-210 120-170 -0-040 -0.1% 120-000
High 120-210 120-170 -0-040 -0.1% 120-210
Low 120-170 120-140 -0-030 -0.1% 120-000
Close 120-170 120-140 -0-030 -0.1% 120-170
Range 0-040 0-030 -0-010 -25.0% 0-210
ATR
Volume 144 18 -126 -87.5% 1,936
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 120-240 120-220 120-156
R3 120-210 120-190 120-148
R2 120-180 120-180 120-146
R1 120-160 120-160 120-143 120-155
PP 120-150 120-150 120-150 120-148
S1 120-130 120-130 120-137 120-125
S2 120-120 120-120 120-134
S3 120-090 120-100 120-132
S4 120-060 120-070 120-124
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 122-117 122-033 120-286
R3 121-227 121-143 120-228
R2 121-017 121-017 120-208
R1 120-253 120-253 120-189 120-295
PP 120-127 120-127 120-127 120-148
S1 120-043 120-043 120-151 120-085
S2 119-237 119-237 120-132
S3 119-027 119-153 120-112
S4 118-137 118-263 120-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-210 120-000 0-210 0.5% 0-044 0.1% 67% False False 69
10 120-210 120-000 0-210 0.5% 0-024 0.1% 67% False False 196
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-298
2.618 120-249
1.618 120-219
1.000 120-200
0.618 120-189
HIGH 120-170
0.618 120-159
0.500 120-155
0.382 120-151
LOW 120-140
0.618 120-121
1.000 120-110
1.618 120-091
2.618 120-061
4.250 120-012
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 120-155 120-140
PP 120-150 120-140
S1 120-145 120-140

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

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