ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 119-155 119-085 -0-070 -0.2% 120-030
High 119-185 119-095 -0-090 -0.2% 120-147
Low 119-072 119-065 -0-007 0.0% 119-130
Close 119-082 119-082 0-000 0.0% 119-197
Range 0-113 0-030 -0-083 -73.5% 1-017
ATR 0-099 0-094 -0-005 -5.0% 0-000
Volume 132,991 82,342 -50,649 -38.1% 3,073,748
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 119-171 119-156 119-098
R3 119-141 119-126 119-090
R2 119-111 119-111 119-088
R1 119-096 119-096 119-085 119-088
PP 119-081 119-081 119-081 119-077
S1 119-066 119-066 119-079 119-058
S2 119-051 119-051 119-076
S3 119-021 119-036 119-074
S4 118-311 119-006 119-066
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
5 120-035 119-065 0-290 0.8% 0-103 0.3% 6% False True 408,467
10 120-147 119-065 1-082 1.1% 0-100 0.3% 4% False True 456,270
20 121-022 119-065 1-277 1.6% 0-095 0.2% 3% False True 508,958
40 121-030 119-065 1-285 1.6% 0-084 0.2% 3% False True 313,887
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 0-019
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 119-222
2.618 119-174
1.618 119-144
1.000 119-125
0.618 119-114
HIGH 119-095
0.618 119-084
0.500 119-080
0.382 119-076
LOW 119-065
0.618 119-046
1.000 119-035
1.618 119-016
2.618 118-306
4.250 118-258
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 119-081 119-134
PP 119-081 119-116
S1 119-080 119-099

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

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