ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 120-110 120-260 0-150 0.4% 120-220
High 120-200 120-290 0-090 0.2% 121-020
Low 120-110 120-210 0-100 0.3% 120-120
Close 120-170 120-270 0-100 0.3% 120-140
Range 0-090 0-080 -0-010 -11.1% 0-220
ATR 0-071 0-074 0-004 5.0% 0-000
Volume 12,177 11,936 -241 -2.0% 28,611
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-177 121-143 120-314
R3 121-097 121-063 120-292
R2 121-017 121-017 120-285
R1 120-303 120-303 120-277 121-000
PP 120-257 120-257 120-257 120-265
S1 120-223 120-223 120-263 120-240
S2 120-177 120-177 120-255
S3 120-097 120-143 120-248
S4 120-017 120-063 120-226
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
5 121-000 120-060 0-260 0.7% 0-090 0.2% 81% False False 9,675
10 121-020 120-060 0-280 0.7% 0-072 0.2% 75% False False 7,420
20 121-020 120-060 0-280 0.7% 0-057 0.1% 75% False False 4,116
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-310
2.618 121-179
1.618 121-099
1.000 121-050
0.618 121-019
HIGH 120-290
0.618 120-259
0.500 120-250
0.382 120-241
LOW 120-210
0.618 120-161
1.000 120-130
1.618 120-081
2.618 120-001
4.250 119-190
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 120-263 120-238
PP 120-257 120-207
S1 120-250 120-175

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

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