ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 120-262 121-030 0-088 0.2% 120-122
High 121-057 121-097 0-040 0.1% 121-017
Low 120-252 120-300 0-048 0.1% 120-082
Close 121-020 121-055 0-035 0.1% 120-312
Range 0-125 0-117 -0-008 -6.4% 0-255
ATR 0-130 0-129 -0-001 -0.7% 0-000
Volume 527,634 492,891 -34,743 -6.6% 2,312,765
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 122-075 122-022 121-119
R3 121-278 121-225 121-087
R2 121-161 121-161 121-076
R1 121-108 121-108 121-066 121-134
PP 121-044 121-044 121-044 121-057
S1 120-311 120-311 121-044 121-018
S2 120-247 120-247 121-034
S3 120-130 120-194 121-023
S4 120-013 120-077 120-311
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
5 121-097 120-222 0-195 0.5% 0-108 0.3% 78% True False 526,939
10 121-097 120-070 1-027 0.9% 0-097 0.3% 88% True False 499,547
20 121-097 118-100 2-317 2.5% 0-136 0.4% 96% True False 604,531
40 121-097 118-100 2-317 2.5% 0-124 0.3% 96% True False 445,795
60 121-097 118-100 2-317 2.5% 0-103 0.3% 96% True False 297,623
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-274
2.618 122-083
1.618 121-286
1.000 121-214
0.618 121-169
HIGH 121-097
0.618 121-052
0.500 121-038
0.382 121-025
LOW 120-300
0.618 120-228
1.000 120-183
1.618 120-111
2.618 119-314
4.250 119-123
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 121-050 121-042
PP 121-044 121-028
S1 121-038 121-014

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

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