ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 16-Dec-2013
Day Change Summary
Previous Current
13-Dec-2013 16-Dec-2013 Change Change % Previous Week
Open 120-022 120-030 0-008 0.0% 120-080
High 120-050 120-062 0-012 0.0% 120-167
Low 119-312 120-015 0-023 0.1% 119-312
Close 120-025 120-030 0-005 0.0% 120-025
Range 0-058 0-047 -0-011 -19.0% 0-175
ATR 0-083 0-081 -0-003 -3.1% 0-000
Volume 406,103 323,855 -82,248 -20.3% 2,187,364
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 120-177 120-150 120-056
R3 120-130 120-103 120-043
R2 120-083 120-083 120-039
R1 120-056 120-056 120-034 120-054
PP 120-036 120-036 120-036 120-034
S1 120-009 120-009 120-026 120-006
S2 119-309 119-309 120-021
S3 119-262 119-282 120-017
S4 119-215 119-235 120-004
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% 0-070 0.2% 22% False False 424,304
10 120-270 119-312 0-278 0.7% 0-083 0.2% 14% False False 519,606
20 121-030 119-312 1-038 0.9% 0-083 0.2% 11% False False 461,451
40 121-030 119-312 1-038 0.9% 0-070 0.2% 11% False False 233,091
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 120-262
2.618 120-185
1.618 120-138
1.000 120-109
0.618 120-091
HIGH 120-062
0.618 120-044
0.500 120-038
0.382 120-033
LOW 120-015
0.618 119-306
1.000 119-288
1.618 119-259
2.618 119-212
4.250 119-135
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 120-038 120-042
PP 120-036 120-038
S1 120-033 120-034

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

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