ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 120-252 120-267 0-015 0.0% 120-270
High 120-270 120-292 0-022 0.1% 121-010
Low 120-220 120-230 0-010 0.0% 120-170
Close 120-260 120-282 0-022 0.1% 120-260
Range 0-050 0-062 0-012 24.0% 0-160
ATR 0-074 0-074 -0-001 -1.2% 0-000
Volume 334,507 710,222 375,715 112.3% 576,626
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-134 121-110 120-316
R3 121-072 121-048 120-299
R2 121-010 121-010 120-293
R1 120-306 120-306 120-288 120-318
PP 120-268 120-268 120-268 120-274
S1 120-244 120-244 120-276 120-256
S2 120-206 120-206 120-271
S3 120-144 120-182 120-265
S4 120-082 120-120 120-248
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-093 122-017 121-028
R3 121-253 121-177 120-304
R2 121-093 121-093 120-289
R1 121-017 121-017 120-275 120-295
PP 120-253 120-253 120-253 120-232
S1 120-177 120-177 120-245 120-135
S2 120-093 120-093 120-231
S3 119-253 120-017 120-216
S4 119-093 119-177 120-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-000 120-170 0-150 0.4% 0-080 0.2% 75% False False 255,731
10 121-010 120-060 0-270 0.7% 0-075 0.2% 82% False False 132,400
20 121-020 120-060 0-280 0.7% 0-071 0.2% 79% False False 68,950
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 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-236
2.618 121-134
1.618 121-072
1.000 121-034
0.618 121-010
HIGH 120-292
0.618 120-268
0.500 120-261
0.382 120-254
LOW 120-230
0.618 120-192
1.000 120-168
1.618 120-130
2.618 120-068
4.250 119-286
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 120-275 120-265
PP 120-268 120-248
S1 120-261 120-231

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

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