ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 120-295 121-040 0-065 0.2% 121-002
High 121-035 121-040 0-005 0.0% 121-052
Low 120-277 120-242 -0-035 -0.1% 120-210
Close 121-002 120-270 -0-052 -0.1% 121-002
Range 0-078 0-118 0-040 51.3% 0-162
ATR 0-114 0-114 0-000 0.3% 0-000
Volume 383,767 76,186 -307,581 -80.1% 2,269,759
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 122-005 121-255 121-015
R3 121-207 121-137 120-302
R2 121-089 121-089 120-292
R1 121-019 121-019 120-281 120-315
PP 120-291 120-291 120-291 120-278
S1 120-221 120-221 120-259 120-197
S2 120-173 120-173 120-248
S3 120-055 120-103 120-238
S4 119-257 119-305 120-205
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 122-147 122-077 121-091
R3 121-305 121-235 121-047
R2 121-143 121-143 121-032
R1 121-073 121-073 121-017 121-083
PP 120-301 120-301 120-301 120-306
S1 120-231 120-231 120-307 120-241
S2 120-139 120-139 120-292
S3 119-297 120-069 120-277
S4 119-135 119-227 120-233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-040 120-210 0-150 0.4% 0-094 0.2% 40% True False 411,187
10 121-097 120-210 0-207 0.5% 0-096 0.2% 29% False False 430,145
20 121-097 119-140 1-277 1.5% 0-114 0.3% 75% False False 505,207
40 121-097 118-100 2-317 2.5% 0-126 0.3% 85% False False 512,951
60 121-097 118-100 2-317 2.5% 0-109 0.3% 85% False False 342,840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 122-222
2.618 122-029
1.618 121-231
1.000 121-158
0.618 121-113
HIGH 121-040
0.618 120-315
0.500 120-301
0.382 120-287
LOW 120-242
0.618 120-169
1.000 120-124
1.618 120-051
2.618 119-253
4.250 119-060
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 120-301 120-285
PP 120-291 120-280
S1 120-280 120-275

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

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