ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 120-275 120-272 -0-003 0.0% 120-267
High 120-302 120-290 -0-012 0.0% 121-030
Low 120-245 120-180 -0-065 -0.2% 120-230
Close 120-295 120-207 -0-088 -0.2% 120-295
Range 0-057 0-110 0-053 93.0% 0-120
ATR 0-076 0-079 0-003 3.7% 0-000
Volume 315,380 663,198 347,818 110.3% 2,793,145
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-236 121-171 120-268
R3 121-126 121-061 120-237
R2 121-016 121-016 120-227
R1 120-271 120-271 120-217 120-248
PP 120-226 120-226 120-226 120-214
S1 120-161 120-161 120-197 120-138
S2 120-116 120-116 120-187
S3 120-006 120-051 120-177
S4 119-216 119-261 120-146
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-012 121-273 121-041
R3 121-212 121-153 121-008
R2 121-092 121-092 120-317
R1 121-033 121-033 120-306 121-062
PP 120-292 120-292 120-292 120-306
S1 120-233 120-233 120-284 120-262
S2 120-172 120-172 120-273
S3 120-052 120-113 120-262
S4 119-252 119-313 120-229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-030 120-180 0-170 0.4% 0-083 0.2% 16% False True 691,268
10 121-030 120-170 0-180 0.5% 0-083 0.2% 21% False False 403,296
20 121-030 120-060 0-290 0.8% 0-076 0.2% 51% False False 205,923
40 121-030 120-000 1-030 0.9% 0-054 0.1% 59% False False 103,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-118
2.618 121-258
1.618 121-148
1.000 121-080
0.618 121-038
HIGH 120-290
0.618 120-248
0.500 120-235
0.382 120-222
LOW 120-180
0.618 120-112
1.000 120-070
1.618 120-002
2.618 119-212
4.250 119-032
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 120-235 120-261
PP 120-226 120-243
S1 120-216 120-225

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

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