ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 120-080 120-100 0-020 0.1% 120-272
High 120-122 120-167 0-045 0.1% 120-290
Low 120-057 120-090 0-033 0.1% 119-317
Close 120-080 120-157 0-077 0.2% 120-067
Range 0-065 0-077 0-012 18.5% 0-293
ATR 0-084 0-084 0-000 0.2% 0-000
Volume 389,699 415,796 26,097 6.7% 3,348,044
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-049 121-020 120-199
R3 120-292 120-263 120-178
R2 120-215 120-215 120-171
R1 120-186 120-186 120-164 120-200
PP 120-138 120-138 120-138 120-145
S1 120-109 120-109 120-150 120-124
S2 120-061 120-061 120-143
S3 119-304 120-032 120-136
S4 119-227 119-275 120-115
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
5 120-255 119-317 0-258 0.7% 0-097 0.3% 62% False False 594,961
10 121-030 119-317 1-033 0.9% 0-091 0.2% 45% False False 623,646
20 121-030 119-317 1-033 0.9% 0-083 0.2% 45% False False 378,023
40 121-030 119-317 1-033 0.9% 0-068 0.2% 45% False False 190,456
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
4.250 121-174
2.618 121-049
1.618 120-292
1.000 120-244
0.618 120-215
HIGH 120-167
0.618 120-138
0.500 120-128
0.382 120-119
LOW 120-090
0.618 120-042
1.000 120-013
1.618 119-285
2.618 119-208
4.250 119-083
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 120-148 120-132
PP 120-138 120-107
S1 120-128 120-082

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

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