ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 120-175 120-097 -0-078 -0.2% 120-272
High 120-190 120-127 -0-063 -0.2% 120-290
Low 120-092 119-317 -0-095 -0.2% 119-317
Close 120-112 120-067 -0-045 -0.1% 120-067
Range 0-098 0-130 0-032 32.7% 0-293
ATR 0-082 0-086 0-003 4.1% 0-000
Volume 562,459 879,830 317,371 56.4% 3,348,044
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-134 121-070 120-138
R3 121-004 120-260 120-103
R2 120-194 120-194 120-091
R1 120-130 120-130 120-079 120-097
PP 120-064 120-064 120-064 120-047
S1 120-000 120-000 120-055 119-287
S2 119-254 119-254 120-043
S3 119-124 119-190 120-031
S4 118-314 119-060 119-316
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 123-037 122-185 120-228
R3 122-064 121-212 120-148
R2 121-091 121-091 120-121
R1 120-239 120-239 120-094 120-178
PP 120-118 120-118 120-118 120-088
S1 119-266 119-266 120-040 119-206
S2 119-145 119-145 120-013
S3 118-172 118-293 119-306
S4 117-199 118-000 119-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-290 119-317 0-293 0.8% 0-105 0.3% 24% False True 669,608
10 121-030 119-317 1-033 0.9% 0-088 0.2% 20% False True 647,569
20 121-030 119-317 1-033 0.9% 0-086 0.2% 20% False True 338,931
40 121-030 119-317 1-033 0.9% 0-064 0.2% 20% False True 170,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 122-040
2.618 121-147
1.618 121-017
1.000 120-257
0.618 120-207
HIGH 120-127
0.618 120-077
0.500 120-062
0.382 120-047
LOW 119-317
0.618 119-237
1.000 119-187
1.618 119-107
2.618 118-297
4.250 118-084
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 120-065 120-126
PP 120-064 120-106
S1 120-062 120-087

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

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