ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 30-Oct-2013
Day Change Summary
Previous Current
29-Oct-2013 30-Oct-2013 Change Change % Previous Week
Open 120-260 121-020 0-080 0.2% 120-170
High 120-310 121-020 0-030 0.1% 120-290
Low 120-260 120-280 0-020 0.1% 120-140
Close 120-310 120-280 -0-030 -0.1% 120-280
Range 0-050 0-060 0-010 20.0% 0-150
ATR 0-046 0-047 0-001 2.2% 0-000
Volume 1,145 2,524 1,379 120.4% 2,221
Daily Pivots for day following 30-Oct-2013
Classic Woodie Camarilla DeMark
R4 121-160 121-120 120-313
R3 121-100 121-060 120-296
R2 121-040 121-040 120-291
R1 121-000 121-000 120-286 120-310
PP 120-300 120-300 120-300 120-295
S1 120-260 120-260 120-274 120-250
S2 120-240 120-240 120-269
S3 120-180 120-200 120-264
S4 120-120 120-140 120-247
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
5 121-020 120-230 0-110 0.3% 0-034 0.1% 45% True False 938
10 121-020 120-070 0-270 0.7% 0-047 0.1% 78% True False 638
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 6 trading days
Fibonacci Retracements and Extensions
4.250 121-275
2.618 121-177
1.618 121-117
1.000 121-080
0.618 121-057
HIGH 121-020
0.618 120-317
0.500 120-310
0.382 120-303
LOW 120-280
0.618 120-243
1.000 120-220
1.618 120-183
2.618 120-123
4.250 120-025
Fisher Pivots for day following 30-Oct-2013
Pivot 1 day 3 day
R1 120-310 120-295
PP 120-300 120-290
S1 120-290 120-285

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

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