ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 120-260 120-280 0-020 0.1% 120-170
High 120-260 120-280 0-020 0.1% 120-290
Low 120-230 120-280 0-050 0.1% 120-140
Close 120-230 120-280 0-050 0.1% 120-280
Range 0-030 0-000 -0-030 -100.0% 0-150
ATR 0-047 0-047 0-000 0.5% 0-000
Volume 453 321 -132 -29.1% 2,221
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 120-280 120-280 120-280
R3 120-280 120-280 120-280
R2 120-280 120-280 120-280
R1 120-280 120-280 120-280 120-280
PP 120-280 120-280 120-280 120-280
S1 120-280 120-280 120-280 120-280
S2 120-280 120-280 120-280
S3 120-280 120-280 120-280
S4 120-280 120-280 120-280
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 122-047 121-313 121-042
R3 121-217 121-163 121-001
R2 121-067 121-067 120-308
R1 121-013 121-013 120-294 121-040
PP 120-237 120-237 120-237 120-250
S1 120-183 120-183 120-266 120-210
S2 120-087 120-087 120-252
S3 119-257 120-033 120-239
S4 119-107 119-203 120-198
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% 0-032 0.1% 93% False False 444
10 120-290 120-000 0-290 0.7% 0-035 0.1% 97% False False 415
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 120-280
2.618 120-280
1.618 120-280
1.000 120-280
0.618 120-280
HIGH 120-280
0.618 120-280
0.500 120-280
0.382 120-280
LOW 120-280
0.618 120-280
1.000 120-280
1.618 120-280
2.618 120-280
4.250 120-280
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 120-280 120-273
PP 120-280 120-267
S1 120-280 120-260

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

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