ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 120-290 120-130 -0-160 -0.4% 120-220
High 121-000 120-130 -0-190 -0.5% 121-020
Low 120-120 120-130 0-010 0.0% 120-120
Close 120-140 120-130 -0-010 0.0% 120-140
Range 0-200 0-000 -0-200 -100.0% 0-220
ATR 0-070 0-066 -0-004 -6.1% 0-000
Volume 3,932 19,733 15,801 401.9% 28,611
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 120-130 120-130 120-130
R3 120-130 120-130 120-130
R2 120-130 120-130 120-130
R1 120-130 120-130 120-130 120-130
PP 120-130 120-130 120-130 120-130
S1 120-130 120-130 120-130 120-130
S2 120-130 120-130 120-130
S3 120-130 120-130 120-130
S4 120-130 120-130 120-130
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% 0-080 0.2% 5% False False 8,145
10 121-020 120-120 0-220 0.6% 0-066 0.2% 5% False False 5,499
20 121-020 120-000 1-020 0.9% 0-052 0.1% 38% False False 2,889
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 120-130
2.618 120-130
1.618 120-130
1.000 120-130
0.618 120-130
HIGH 120-130
0.618 120-130
0.500 120-130
0.382 120-130
LOW 120-130
0.618 120-130
1.000 120-130
1.618 120-130
2.618 120-130
4.250 120-130
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 120-130 120-230
PP 120-130 120-197
S1 120-130 120-163

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

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