ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 120-220 120-200 -0-020 -0.1% 120-270
High 120-240 120-210 -0-030 -0.1% 121-020
Low 120-220 120-150 -0-070 -0.2% 120-180
Close 120-230 120-180 -0-050 -0.1% 120-190
Range 0-020 0-060 0-040 200.0% 0-160
ATR 0-053 0-055 0-002 3.7% 0-000
Volume 7,615 5,485 -2,130 -28.0% 6,902
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-040 121-010 120-213
R3 120-300 120-270 120-196
R2 120-240 120-240 120-191
R1 120-210 120-210 120-186 120-195
PP 120-180 120-180 120-180 120-172
S1 120-150 120-150 120-174 120-135
S2 120-120 120-120 120-169
S3 120-060 120-090 120-164
S4 120-000 120-030 120-147
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-077 121-293 120-278
R3 121-237 121-133 120-234
R2 121-077 121-077 120-219
R1 120-293 120-293 120-205 120-265
PP 120-237 120-237 120-237 120-222
S1 120-133 120-133 120-175 120-105
S2 120-077 120-077 120-161
S3 119-237 119-293 120-146
S4 119-077 119-133 120-102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-020 120-150 0-190 0.5% 0-054 0.1% 16% False True 3,722
10 121-020 120-150 0-190 0.5% 0-040 0.1% 16% False True 2,168
20 121-020 120-000 1-020 0.9% 0-036 0.1% 53% False False 1,208
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 0-006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-145
2.618 121-047
1.618 120-307
1.000 120-270
0.618 120-247
HIGH 120-210
0.618 120-187
0.500 120-180
0.382 120-173
LOW 120-150
0.618 120-113
1.000 120-090
1.618 120-053
2.618 119-313
4.250 119-215
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 120-180 120-195
PP 120-180 120-190
S1 120-180 120-185

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

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