ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 120-257 120-247 -0-010 0.0% 120-122
High 120-280 121-017 0-057 0.1% 121-017
Low 120-222 120-222 0-000 0.0% 120-082
Close 120-260 120-312 0-052 0.1% 120-312
Range 0-058 0-115 0-057 98.3% 0-255
ATR 0-139 0-137 -0-002 -1.2% 0-000
Volume 470,745 457,102 -13,643 -2.9% 2,312,765
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-315 121-269 121-055
R3 121-200 121-154 121-024
R2 121-085 121-085 121-013
R1 121-039 121-039 121-003 121-062
PP 120-290 120-290 120-290 120-302
S1 120-244 120-244 120-301 120-267
S2 120-175 120-175 120-291
S3 120-060 120-129 120-280
S4 119-265 120-014 120-249
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 123-049 122-275 121-132
R3 122-114 122-020 121-062
R2 121-179 121-179 121-039
R1 121-085 121-085 121-015 121-132
PP 120-244 120-244 120-244 120-267
S1 120-150 120-150 120-289 120-197
S2 119-309 119-309 120-265
S3 119-054 119-215 120-242
S4 118-119 118-280 120-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-017 120-082 0-255 0.7% 0-091 0.2% 90% True False 462,553
10 121-017 119-140 1-197 1.3% 0-140 0.4% 95% True False 602,077
20 121-017 118-100 2-237 2.3% 0-143 0.4% 97% True False 653,514
40 121-017 118-100 2-237 2.3% 0-122 0.3% 97% True False 391,528
60 121-017 118-100 2-237 2.3% 0-097 0.3% 97% True False 261,344
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-186
2.618 121-318
1.618 121-203
1.000 121-132
0.618 121-088
HIGH 121-017
0.618 120-293
0.500 120-280
0.382 120-266
LOW 120-222
0.618 120-151
1.000 120-107
1.618 120-036
2.618 119-241
4.250 119-053
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 120-301 120-297
PP 120-290 120-281
S1 120-280 120-266

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

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