ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 120-230 120-270 0-040 0.1% 120-270
High 120-280 121-020 0-060 0.2% 121-020
Low 120-230 120-250 0-020 0.1% 120-180
Close 120-260 120-300 0-040 0.1% 120-190
Range 0-050 0-090 0-040 80.0% 0-160
ATR 0-058 0-060 0-002 3.9% 0-000
Volume 4,611 6,968 2,357 51.1% 6,902
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-247 121-203 121-030
R3 121-157 121-113 121-005
R2 121-067 121-067 120-316
R1 121-023 121-023 120-308 121-045
PP 120-297 120-297 120-297 120-308
S1 120-253 120-253 120-292 120-275
S2 120-207 120-207 120-284
S3 120-117 120-163 120-275
S4 120-027 120-073 120-250
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% 79% True False 5,165
10 121-020 120-150 0-190 0.5% 0-049 0.1% 79% True False 3,190
20 121-020 120-000 1-020 0.9% 0-042 0.1% 88% True False 1,787
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 0-008
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 122-082
2.618 121-256
1.618 121-166
1.000 121-110
0.618 121-076
HIGH 121-020
0.618 120-306
0.500 120-295
0.382 120-284
LOW 120-250
0.618 120-194
1.000 120-160
1.618 120-104
2.618 120-014
4.250 119-188
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 120-298 120-282
PP 120-297 120-263
S1 120-295 120-245

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

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