ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 120-260 120-210 -0-050 -0.1% 120-130
High 121-000 120-280 -0-040 -0.1% 120-290
Low 120-210 120-170 -0-040 -0.1% 120-060
Close 120-240 120-250 0-010 0.0% 120-260
Range 0-110 0-110 0-000 0.0% 0-230
ATR 0-074 0-076 0-003 3.5% 0-000
Volume 67,935 140,259 72,324 106.5% 56,890
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-243 121-197 120-310
R3 121-133 121-087 120-280
R2 121-023 121-023 120-270
R1 120-297 120-297 120-260 121-000
PP 120-233 120-233 120-233 120-245
S1 120-187 120-187 120-240 120-210
S2 120-123 120-123 120-230
S3 120-013 120-077 120-220
S4 119-223 119-287 120-190
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-253 122-167 121-066
R3 122-023 121-257 121-003
R2 121-113 121-113 120-302
R1 121-027 121-027 120-281 121-070
PP 120-203 120-203 120-203 120-225
S1 120-117 120-117 120-239 120-160
S2 119-293 119-293 120-218
S3 119-063 119-207 120-197
S4 118-153 118-297 120-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-010 120-170 0-160 0.4% 0-078 0.2% 50% False True 50,912
10 121-010 120-060 0-270 0.7% 0-084 0.2% 70% False False 30,294
20 121-020 120-060 0-280 0.7% 0-066 0.2% 68% False False 16,742
Crabel Price Patterns
NR False
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 0-017
Fibonacci Retracements and Extensions
4.250 122-108
2.618 121-248
1.618 121-138
1.000 121-070
0.618 121-028
HIGH 120-280
0.618 120-238
0.500 120-225
0.382 120-212
LOW 120-170
0.618 120-102
1.000 120-060
1.618 119-312
2.618 119-202
4.250 119-022
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 120-242 120-248
PP 120-233 120-247
S1 120-225 120-245

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

View Archives - Comment on this page... - Back to Index of Symbols