ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 120-130 120-140 0-010 0.0% 120-220
High 120-130 120-140 0-010 0.0% 121-020
Low 120-130 120-060 -0-070 -0.2% 120-120
Close 120-130 120-080 -0-050 -0.1% 120-140
Range 0-000 0-080 0-080 0-220
ATR 0-066 0-067 0-001 1.5% 0-000
Volume 19,733 601 -19,132 -97.0% 28,611
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-013 120-287 120-124
R3 120-253 120-207 120-102
R2 120-173 120-173 120-095
R1 120-127 120-127 120-087 120-110
PP 120-093 120-093 120-093 120-085
S1 120-047 120-047 120-073 120-030
S2 120-013 120-013 120-065
S3 119-253 119-287 120-058
S4 119-173 119-207 120-036
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
5 121-020 120-060 0-280 0.7% 0-084 0.2% 7% False True 7,169
10 121-020 120-060 0-280 0.7% 0-069 0.2% 7% False True 5,445
20 121-020 120-060 0-280 0.7% 0-055 0.1% 7% False True 2,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-160
2.618 121-029
1.618 120-269
1.000 120-220
0.618 120-189
HIGH 120-140
0.618 120-109
0.500 120-100
0.382 120-091
LOW 120-060
0.618 120-011
1.000 119-300
1.618 119-251
2.618 119-171
4.250 119-040
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 120-100 120-190
PP 120-093 120-153
S1 120-087 120-117

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

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