ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 120-252 120-175 -0-077 -0.2% 120-267
High 120-255 120-190 -0-065 -0.2% 121-030
Low 120-142 120-092 -0-050 -0.1% 120-230
Close 120-170 120-112 -0-058 -0.2% 120-295
Range 0-113 0-098 -0-015 -13.3% 0-120
ATR 0-081 0-082 0-001 1.5% 0-000
Volume 727,025 562,459 -164,566 -22.6% 2,793,145
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-105 121-047 120-166
R3 121-007 120-269 120-139
R2 120-229 120-229 120-130
R1 120-171 120-171 120-121 120-151
PP 120-131 120-131 120-131 120-122
S1 120-073 120-073 120-103 120-053
S2 120-033 120-033 120-094
S3 119-255 119-295 120-085
S4 119-157 119-197 120-058
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
5 120-302 120-092 0-210 0.5% 0-091 0.2% 10% False True 556,718
10 121-030 120-092 0-258 0.7% 0-086 0.2% 8% False True 573,612
20 121-030 120-060 0-290 0.8% 0-084 0.2% 18% False False 295,288
40 121-030 120-000 1-030 0.9% 0-061 0.2% 32% False False 148,363
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-286
2.618 121-127
1.618 121-029
1.000 120-288
0.618 120-251
HIGH 120-190
0.618 120-153
0.500 120-141
0.382 120-129
LOW 120-092
0.618 120-031
1.000 119-314
1.618 119-253
2.618 119-155
4.250 118-316
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 120-141 120-181
PP 120-131 120-158
S1 120-122 120-135

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

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