ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 120-270 120-260 -0-010 0.0% 120-170
High 120-280 120-310 0-030 0.1% 120-290
Low 120-250 120-260 0-010 0.0% 120-140
Close 120-280 120-310 0-030 0.1% 120-280
Range 0-030 0-050 0-020 66.7% 0-150
ATR 0-046 0-046 0-000 0.7% 0-000
Volume 247 1,145 898 363.6% 2,221
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 121-123 121-107 121-018
R3 121-073 121-057 121-004
R2 121-023 121-023 120-319
R1 121-007 121-007 120-315 121-015
PP 120-293 120-293 120-293 120-298
S1 120-277 120-277 120-305 120-285
S2 120-243 120-243 120-301
S3 120-193 120-227 120-296
S4 120-143 120-177 120-282
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
5 120-310 120-230 0-080 0.2% 0-026 0.1% 100% True False 614
10 120-310 120-070 0-240 0.6% 0-041 0.1% 100% True False 393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-202
2.618 121-121
1.618 121-071
1.000 121-040
0.618 121-021
HIGH 120-310
0.618 120-291
0.500 120-285
0.382 120-279
LOW 120-260
0.618 120-229
1.000 120-210
1.618 120-179
2.618 120-129
4.250 120-048
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 120-302 120-300
PP 120-293 120-290
S1 120-285 120-280

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

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