ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 120-075 120-022 -0-053 -0.1% 120-080
High 120-092 120-050 -0-042 -0.1% 120-167
Low 120-005 119-312 -0-013 0.0% 119-312
Close 120-027 120-025 -0-002 0.0% 120-025
Range 0-087 0-058 -0-029 -33.3% 0-175
ATR 0-085 0-083 -0-002 -2.3% 0-000
Volume 597,298 406,103 -191,195 -32.0% 2,187,364
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 120-196 120-169 120-057
R3 120-138 120-111 120-041
R2 120-080 120-080 120-036
R1 120-053 120-053 120-030 120-066
PP 120-022 120-022 120-022 120-029
S1 119-315 119-315 120-020 120-008
S2 119-284 119-284 120-014
S3 119-226 119-257 120-009
S4 119-168 119-199 119-313
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-266 121-161 120-121
R3 121-091 120-306 120-073
R2 120-236 120-236 120-057
R1 120-131 120-131 120-041 120-096
PP 120-061 120-061 120-061 120-044
S1 119-276 119-276 120-009 119-241
S2 119-206 119-206 119-313
S3 119-031 119-101 119-297
S4 118-176 118-246 119-249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-167 119-312 0-175 0.5% 0-073 0.2% 19% False True 437,472
10 120-290 119-312 0-298 0.8% 0-089 0.2% 11% False True 553,540
20 121-030 119-312 1-038 0.9% 0-082 0.2% 9% False True 445,881
40 121-030 119-312 1-038 0.9% 0-070 0.2% 9% False True 224,998
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-018
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 120-296
2.618 120-202
1.618 120-144
1.000 120-108
0.618 120-086
HIGH 120-050
0.618 120-028
0.500 120-021
0.382 120-014
LOW 119-312
0.618 119-276
1.000 119-254
1.618 119-218
2.618 119-160
4.250 119-066
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 120-024 120-072
PP 120-022 120-056
S1 120-021 120-041

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

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