ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 120-142 120-075 -0-067 -0.2% 120-272
High 120-152 120-092 -0-060 -0.2% 120-290
Low 120-072 120-005 -0-067 -0.2% 119-317
Close 120-097 120-027 -0-070 -0.2% 120-067
Range 0-080 0-087 0-007 8.8% 0-293
ATR 0-085 0-085 0-001 0.6% 0-000
Volume 378,468 597,298 218,830 57.8% 3,348,044
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 120-302 120-252 120-075
R3 120-215 120-165 120-051
R2 120-128 120-128 120-043
R1 120-078 120-078 120-035 120-060
PP 120-041 120-041 120-041 120-032
S1 119-311 119-311 120-019 119-292
S2 119-274 119-274 120-011
S3 119-187 119-224 120-003
S4 119-100 119-137 119-299
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
5 120-167 119-317 0-170 0.4% 0-088 0.2% 18% False False 532,218
10 120-302 119-317 0-305 0.8% 0-089 0.2% 10% False False 544,468
20 121-030 119-317 1-033 0.9% 0-083 0.2% 8% False False 426,172
40 121-030 119-317 1-033 0.9% 0-071 0.2% 8% False False 214,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 121-142
2.618 121-000
1.618 120-233
1.000 120-179
0.618 120-146
HIGH 120-092
0.618 120-059
0.500 120-048
0.382 120-038
LOW 120-005
0.618 119-271
1.000 119-238
1.618 119-184
2.618 119-097
4.250 118-275
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 120-048 120-086
PP 120-041 120-066
S1 120-034 120-047

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

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