ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 120-025 119-247 -0-098 -0.3% 120-030
High 120-035 119-250 -0-105 -0.3% 120-147
Low 119-180 119-130 -0-050 -0.1% 119-130
Close 119-240 119-197 -0-043 -0.1% 119-197
Range 0-175 0-120 -0-055 -31.4% 1-017
ATR 0-099 0-100 0-002 1.5% 0-000
Volume 958,083 598,701 -359,382 -37.5% 3,073,748
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 120-232 120-175 119-263
R3 120-112 120-055 119-230
R2 119-312 119-312 119-219
R1 119-255 119-255 119-208 119-224
PP 119-192 119-192 119-192 119-177
S1 119-135 119-135 119-186 119-104
S2 119-072 119-072 119-175
S3 118-272 119-015 119-164
S4 118-152 118-215 119-131
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 122-316 122-113 120-062
R3 121-299 121-096 119-290
R2 120-282 120-282 119-259
R1 120-079 120-079 119-228 120-012
PP 119-265 119-265 119-265 119-231
S1 119-062 119-062 119-166 118-315
S2 118-248 118-248 119-135
S3 117-231 118-045 119-104
S4 116-214 117-028 119-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-147 119-130 1-017 0.9% 0-127 0.3% 20% False True 614,749
10 120-167 119-130 1-037 0.9% 0-100 0.3% 19% False True 526,111
20 121-030 119-130 1-220 1.4% 0-094 0.2% 12% False True 586,840
40 121-030 119-130 1-220 1.4% 0-080 0.2% 12% False True 301,791
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 121-120
2.618 120-244
1.618 120-124
1.000 120-050
0.618 120-004
HIGH 119-250
0.618 119-204
0.500 119-190
0.382 119-176
LOW 119-130
0.618 119-056
1.000 119-010
1.618 118-256
2.618 118-136
4.250 117-260
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 119-195 119-298
PP 119-192 119-265
S1 119-190 119-231

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

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