ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 119-247 119-190 -0-057 -0.1% 120-030
High 119-250 119-202 -0-048 -0.1% 120-147
Low 119-130 119-127 -0-003 0.0% 119-130
Close 119-197 119-165 -0-032 -0.1% 119-197
Range 0-120 0-075 -0-045 -37.5% 1-017
ATR 0-100 0-098 -0-002 -1.8% 0-000
Volume 598,701 270,220 -328,481 -54.9% 3,073,748
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 120-070 120-032 119-206
R3 119-315 119-277 119-186
R2 119-240 119-240 119-179
R1 119-202 119-202 119-172 119-184
PP 119-165 119-165 119-165 119-155
S1 119-127 119-127 119-158 119-108
S2 119-090 119-090 119-151
S3 119-015 119-052 119-144
S4 118-260 118-297 119-124
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
5 120-147 119-127 1-020 0.9% 0-133 0.3% 11% False True 604,022
10 120-167 119-127 1-040 0.9% 0-101 0.3% 11% False True 514,163
20 121-030 119-127 1-223 1.4% 0-096 0.2% 7% False True 583,626
40 121-030 119-127 1-223 1.4% 0-082 0.2% 7% False True 308,538
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-201
2.618 120-078
1.618 120-003
1.000 119-277
0.618 119-248
HIGH 119-202
0.618 119-173
0.500 119-164
0.382 119-156
LOW 119-127
0.618 119-081
1.000 119-052
1.618 119-006
2.618 118-251
4.250 118-128
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 119-165 119-241
PP 119-165 119-216
S1 119-164 119-190

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

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