ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 120-140 120-110 -0-030 -0.1% 120-220
High 120-140 120-200 0-060 0.2% 121-020
Low 120-060 120-110 0-050 0.1% 120-120
Close 120-080 120-170 0-090 0.2% 120-140
Range 0-080 0-090 0-010 12.5% 0-220
ATR 0-067 0-071 0-004 5.7% 0-000
Volume 601 12,177 11,576 1,926.1% 28,611
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-110 121-070 120-220
R3 121-020 120-300 120-195
R2 120-250 120-250 120-186
R1 120-210 120-210 120-178 120-230
PP 120-160 120-160 120-160 120-170
S1 120-120 120-120 120-162 120-140
S2 120-070 120-070 120-154
S3 119-300 120-030 120-145
S4 119-210 119-260 120-120
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% 0-092 0.2% 39% False False 8,682
10 121-020 120-060 0-280 0.7% 0-072 0.2% 39% False False 6,410
20 121-020 120-060 0-280 0.7% 0-060 0.2% 39% False False 3,524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-262
2.618 121-116
1.618 121-026
1.000 120-290
0.618 120-256
HIGH 120-200
0.618 120-166
0.500 120-155
0.382 120-144
LOW 120-110
0.618 120-054
1.000 120-020
1.618 119-284
2.618 119-194
4.250 119-048
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 120-165 120-157
PP 120-160 120-143
S1 120-155 120-130

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

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