ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 121-017 121-020 0-003 0.0% 120-122
High 121-057 121-027 -0-030 -0.1% 121-017
Low 120-275 120-267 -0-008 0.0% 120-082
Close 121-015 120-280 -0-055 -0.1% 120-312
Range 0-102 0-080 -0-022 -21.6% 0-255
ATR 0-134 0-131 -0-004 -2.9% 0-000
Volume 592,719 564,353 -28,366 -4.8% 2,312,765
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 121-218 121-169 121-004
R3 121-138 121-089 120-302
R2 121-058 121-058 120-295
R1 121-009 121-009 120-287 120-314
PP 120-298 120-298 120-298 120-290
S1 120-249 120-249 120-273 120-234
S2 120-218 120-218 120-265
S3 120-138 120-169 120-258
S4 120-058 120-089 120-236
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
5 121-057 120-195 0-182 0.5% 0-089 0.2% 47% False False 518,304
10 121-057 119-140 1-237 1.4% 0-133 0.3% 83% False False 581,300
20 121-057 118-100 2-277 2.4% 0-141 0.4% 89% False False 630,695
40 121-057 118-100 2-277 2.4% 0-119 0.3% 89% False False 420,381
60 121-057 118-100 2-277 2.4% 0-100 0.3% 89% False False 280,621
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-047
2.618 121-236
1.618 121-156
1.000 121-107
0.618 121-076
HIGH 121-027
0.618 120-316
0.500 120-307
0.382 120-298
LOW 120-267
0.618 120-218
1.000 120-187
1.618 120-138
2.618 120-058
4.250 119-247
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 120-307 120-300
PP 120-298 120-293
S1 120-289 120-286

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

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