ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 119-080 119-095 0-015 0.0% 119-190
High 119-132 119-142 0-010 0.0% 119-202
Low 119-060 119-067 0-007 0.0% 119-060
Close 119-085 119-130 0-045 0.1% 119-085
Range 0-072 0-075 0-003 4.2% 0-142
ATR 0-093 0-092 -0-001 -1.4% 0-000
Volume 305,473 267,376 -38,097 -12.5% 791,026
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 120-018 119-309 119-171
R3 119-263 119-234 119-151
R2 119-188 119-188 119-144
R1 119-159 119-159 119-137 119-174
PP 119-113 119-113 119-113 119-120
S1 119-084 119-084 119-123 119-098
S2 119-038 119-038 119-116
S3 118-283 119-009 119-109
S4 118-208 118-254 119-089
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
5 119-202 119-060 0-142 0.4% 0-073 0.2% 49% False False 211,680
10 120-147 119-060 1-087 1.1% 0-100 0.3% 17% False False 413,215
20 120-290 119-060 1-230 1.4% 0-095 0.2% 13% False False 483,377
40 121-030 119-060 1-290 1.6% 0-084 0.2% 11% False False 328,099
60 121-030 119-060 1-290 1.6% 0-066 0.2% 11% False False 218,898
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-141
2.618 120-018
1.618 119-263
1.000 119-217
0.618 119-188
HIGH 119-142
0.618 119-113
0.500 119-104
0.382 119-096
LOW 119-067
0.618 119-021
1.000 118-312
1.618 118-266
2.618 118-191
4.250 118-068
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 119-122 119-120
PP 119-113 119-111
S1 119-104 119-101

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

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