ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 119-085 119-080 -0-005 0.0% 119-190
High 119-095 119-132 0-037 0.1% 119-202
Low 119-065 119-060 -0-005 0.0% 119-060
Close 119-082 119-085 0-003 0.0% 119-085
Range 0-030 0-072 0-042 140.0% 0-142
ATR 0-094 0-093 -0-002 -1.7% 0-000
Volume 82,342 305,473 223,131 271.0% 791,026
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 119-308 119-269 119-125
R3 119-236 119-197 119-105
R2 119-164 119-164 119-098
R1 119-125 119-125 119-092 119-144
PP 119-092 119-092 119-092 119-102
S1 119-053 119-053 119-078 119-072
S2 119-020 119-020 119-072
S3 118-268 118-301 119-065
S4 118-196 118-229 119-045
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 120-222 120-135 119-163
R3 120-080 119-313 119-124
R2 119-258 119-258 119-111
R1 119-171 119-171 119-098 119-144
PP 119-116 119-116 119-116 119-102
S1 119-029 119-029 119-072 119-002
S2 118-294 118-294 119-059
S3 118-152 118-207 119-046
S4 118-010 118-065 119-007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-250 119-060 0-190 0.5% 0-082 0.2% 13% False True 277,945
10 120-147 119-060 1-087 1.1% 0-098 0.3% 6% False True 427,087
20 120-302 119-060 1-242 1.5% 0-094 0.2% 4% False True 485,778
40 121-030 119-060 1-290 1.6% 0-084 0.2% 4% False True 321,461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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
4.250 120-118
2.618 120-000
1.618 119-248
1.000 119-204
0.618 119-176
HIGH 119-132
0.618 119-104
0.500 119-096
0.382 119-088
LOW 119-060
0.618 119-016
1.000 118-308
1.618 118-264
2.618 118-192
4.250 118-074
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 119-096 119-122
PP 119-092 119-110
S1 119-089 119-098

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

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