ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 120-270 120-290 0-020 0.1% 120-220
High 121-020 121-000 -0-020 -0.1% 121-020
Low 120-250 120-120 -0-130 -0.3% 120-120
Close 120-300 120-140 -0-160 -0.4% 120-140
Range 0-090 0-200 0-110 122.2% 0-220
ATR 0-060 0-070 0-010 16.6% 0-000
Volume 6,968 3,932 -3,036 -43.6% 28,611
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-153 122-027 120-250
R3 121-273 121-147 120-195
R2 121-073 121-073 120-177
R1 120-267 120-267 120-158 120-230
PP 120-193 120-193 120-193 120-175
S1 120-067 120-067 120-122 120-030
S2 119-313 119-313 120-103
S3 119-113 119-187 120-085
S4 118-233 118-307 120-030
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-220 122-080 120-261
R3 122-000 121-180 120-200
R2 121-100 121-100 120-180
R1 120-280 120-280 120-160 120-240
PP 120-200 120-200 120-200 120-180
S1 120-060 120-060 120-120 120-020
S2 119-300 119-300 120-100
S3 119-080 119-160 120-080
S4 118-180 118-260 120-019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-020 120-120 0-220 0.6% 0-084 0.2% 9% False True 5,722
10 121-020 120-120 0-220 0.6% 0-069 0.2% 9% False True 3,551
20 121-020 120-000 1-020 0.9% 0-052 0.1% 41% False False 1,983
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 0-011
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 123-210
2.618 122-204
1.618 122-004
1.000 121-200
0.618 121-124
HIGH 121-000
0.618 120-244
0.500 120-220
0.382 120-196
LOW 120-120
0.618 119-316
1.000 119-240
1.618 119-116
2.618 118-236
4.250 117-230
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 120-220 120-230
PP 120-193 120-200
S1 120-167 120-170

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

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