ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 31-Oct-2013
Day Change Summary
Previous Current
30-Oct-2013 31-Oct-2013 Change Change % Previous Week
Open 121-020 120-270 -0-070 -0.2% 120-170
High 121-020 120-310 -0-030 -0.1% 120-290
Low 120-280 120-230 -0-050 -0.1% 120-140
Close 120-280 120-280 0-000 0.0% 120-280
Range 0-060 0-080 0-020 33.3% 0-150
ATR 0-047 0-049 0-002 5.0% 0-000
Volume 2,524 1,837 -687 -27.2% 2,221
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 121-193 121-157 121-004
R3 121-113 121-077 120-302
R2 121-033 121-033 120-295
R1 120-317 120-317 120-287 121-015
PP 120-273 120-273 120-273 120-282
S1 120-237 120-237 120-273 120-255
S2 120-193 120-193 120-265
S3 120-113 120-157 120-258
S4 120-033 120-077 120-236
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% 0-044 0.1% 45% False True 1,214
10 121-020 120-140 0-200 0.5% 0-042 0.1% 70% False False 811
20 121-020 120-000 1-020 0.9% 0-030 0.1% 82% False False 495
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-010
2.618 121-199
1.618 121-119
1.000 121-070
0.618 121-039
HIGH 120-310
0.618 120-279
0.500 120-270
0.382 120-261
LOW 120-230
0.618 120-181
1.000 120-150
1.618 120-101
2.618 120-021
4.250 119-210
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 120-277 120-285
PP 120-273 120-283
S1 120-270 120-282

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

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