ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 120-277 120-295 0-018 0.0% 121-002
High 120-300 121-035 0-055 0.1% 121-052
Low 120-210 120-277 0-067 0.2% 120-210
Close 120-282 121-002 0-040 0.1% 121-002
Range 0-090 0-078 -0-012 -13.3% 0-162
ATR 0-117 0-114 -0-003 -2.4% 0-000
Volume 648,961 383,767 -265,194 -40.9% 2,269,759
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 121-232 121-195 121-045
R3 121-154 121-117 121-023
R2 121-076 121-076 121-016
R1 121-039 121-039 121-009 121-058
PP 120-318 120-318 120-318 121-007
S1 120-281 120-281 120-315 120-300
S2 120-240 120-240 120-308
S3 120-162 120-203 120-301
S4 120-084 120-125 120-279
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
5 121-052 120-210 0-162 0.4% 0-084 0.2% 69% False False 453,951
10 121-097 120-210 0-207 0.5% 0-095 0.2% 54% False False 481,799
20 121-097 119-140 1-277 1.5% 0-118 0.3% 84% False False 541,938
40 121-097 118-100 2-317 2.5% 0-126 0.3% 90% False False 511,417
60 121-097 118-100 2-317 2.5% 0-107 0.3% 90% False False 341,579
Crabel Price Patterns
NR True
NR4 True
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 0-023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-046
2.618 121-239
1.618 121-161
1.000 121-113
0.618 121-083
HIGH 121-035
0.618 121-005
0.500 120-316
0.382 120-307
LOW 120-277
0.618 120-229
1.000 120-199
1.618 120-151
2.618 120-073
4.250 119-266
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 121-000 120-309
PP 120-318 120-296
S1 120-316 120-282

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

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