ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 119-190 119-155 -0-035 -0.1% 120-030
High 119-202 119-185 -0-017 0.0% 120-147
Low 119-127 119-072 -0-055 -0.1% 119-130
Close 119-165 119-082 -0-083 -0.2% 119-197
Range 0-075 0-113 0-038 50.7% 1-017
ATR 0-098 0-099 0-001 1.1% 0-000
Volume 270,220 132,991 -137,229 -50.8% 3,073,748
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 120-132 120-060 119-144
R3 120-019 119-267 119-113
R2 119-226 119-226 119-103
R1 119-154 119-154 119-092 119-134
PP 119-113 119-113 119-113 119-103
S1 119-041 119-041 119-072 119-020
S2 119-000 119-000 119-061
S3 118-207 118-248 119-051
S4 118-094 118-135 119-020
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
5 120-147 119-072 1-075 1.0% 0-140 0.4% 3% False True 550,549
10 120-152 119-072 1-080 1.0% 0-105 0.3% 3% False True 485,882
20 121-030 119-072 1-278 1.6% 0-098 0.3% 2% False True 554,764
40 121-030 119-072 1-278 1.6% 0-084 0.2% 2% False True 311,857
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-025
2.618 120-161
1.618 120-048
1.000 119-298
0.618 119-255
HIGH 119-185
0.618 119-142
0.500 119-128
0.382 119-115
LOW 119-072
0.618 119-002
1.000 118-279
1.618 118-209
2.618 118-096
4.250 117-232
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 119-128 119-161
PP 119-113 119-135
S1 119-098 119-108

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

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