ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 120-200 120-230 0-030 0.1% 120-270
High 120-210 120-280 0-070 0.2% 121-020
Low 120-150 120-230 0-080 0.2% 120-180
Close 120-180 120-260 0-080 0.2% 120-190
Range 0-060 0-050 -0-010 -16.7% 0-160
ATR 0-055 0-058 0-003 5.9% 0-000
Volume 5,485 4,611 -874 -15.9% 6,902
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-087 121-063 120-288
R3 121-037 121-013 120-274
R2 120-307 120-307 120-269
R1 120-283 120-283 120-265 120-295
PP 120-257 120-257 120-257 120-262
S1 120-233 120-233 120-255 120-245
S2 120-207 120-207 120-251
S3 120-157 120-183 120-246
S4 120-107 120-133 120-232
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
5 120-310 120-150 0-160 0.4% 0-052 0.1% 69% False False 4,139
10 121-020 120-150 0-190 0.5% 0-043 0.1% 58% False False 2,538
20 121-020 120-000 1-020 0.9% 0-038 0.1% 76% False False 1,438
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-172
2.618 121-091
1.618 121-041
1.000 121-010
0.618 120-311
HIGH 120-280
0.618 120-261
0.500 120-255
0.382 120-249
LOW 120-230
0.618 120-199
1.000 120-180
1.618 120-149
2.618 120-099
4.250 120-018
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 120-258 120-245
PP 120-257 120-230
S1 120-255 120-215

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

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