ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 120-290 120-260 -0-030 -0.1% 120-000
High 120-290 120-260 -0-030 -0.1% 120-210
Low 120-270 120-230 -0-040 -0.1% 120-000
Close 120-270 120-230 -0-040 -0.1% 120-170
Range 0-020 0-030 0-010 50.0% 0-210
ATR 0-047 0-047 -0-001 -1.1% 0-000
Volume 904 453 -451 -49.9% 1,936
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 121-010 120-310 120-246
R3 120-300 120-280 120-238
R2 120-270 120-270 120-236
R1 120-250 120-250 120-233 120-245
PP 120-240 120-240 120-240 120-238
S1 120-220 120-220 120-227 120-215
S2 120-210 120-210 120-224
S3 120-180 120-190 120-222
S4 120-150 120-160 120-214
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
5 120-290 120-140 0-150 0.4% 0-040 0.1% 60% False False 408
10 120-290 120-000 0-290 0.8% 0-035 0.1% 79% False False 383
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-068
2.618 121-019
1.618 120-309
1.000 120-290
0.618 120-279
HIGH 120-260
0.618 120-249
0.500 120-245
0.382 120-241
LOW 120-230
0.618 120-211
1.000 120-200
1.618 120-181
2.618 120-151
4.250 120-102
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 120-245 120-235
PP 120-240 120-233
S1 120-235 120-232

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

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