ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 120-272 120-217 -0-055 -0.1% 120-267
High 120-290 120-270 -0-020 -0.1% 121-030
Low 120-180 120-195 0-015 0.0% 120-230
Close 120-207 120-257 0-050 0.1% 120-295
Range 0-110 0-075 -0-035 -31.8% 0-120
ATR 0-079 0-079 0-000 -0.3% 0-000
Volume 663,198 515,532 -147,666 -22.3% 2,793,145
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-146 121-116 120-298
R3 121-071 121-041 120-278
R2 120-316 120-316 120-271
R1 120-286 120-286 120-264 120-301
PP 120-241 120-241 120-241 120-248
S1 120-211 120-211 120-250 120-226
S2 120-166 120-166 120-243
S3 120-091 120-136 120-236
S4 120-016 120-061 120-216
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% 0-086 0.2% 45% False False 652,330
10 121-030 120-170 0-180 0.5% 0-083 0.2% 48% False False 454,030
20 121-030 120-060 0-290 0.8% 0-079 0.2% 68% False False 231,319
40 121-030 120-000 1-030 0.9% 0-056 0.1% 73% False False 116,126
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-269
2.618 121-146
1.618 121-071
1.000 121-025
0.618 120-316
HIGH 120-270
0.618 120-241
0.500 120-232
0.382 120-224
LOW 120-195
0.618 120-149
1.000 120-120
1.618 120-074
2.618 119-319
4.250 119-196
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 120-249 120-252
PP 120-241 120-246
S1 120-232 120-241

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

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