ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 121-115 121-095 -0-020 -0.1% 121-040
High 121-137 121-212 0-075 0.2% 121-187
Low 121-075 121-087 0-012 0.0% 120-230
Close 121-095 121-207 0-112 0.3% 121-120
Range 0-062 0-125 0-063 101.6% 0-277
ATR 0-107 0-108 0-001 1.2% 0-000
Volume 289,461 542,121 252,660 87.3% 2,069,453
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 122-224 122-180 121-276
R3 122-099 122-055 121-241
R2 121-294 121-294 121-230
R1 121-250 121-250 121-218 121-272
PP 121-169 121-169 121-169 121-180
S1 121-125 121-125 121-196 121-147
S2 121-044 121-044 121-184
S3 120-239 121-000 121-173
S4 120-114 120-195 121-138
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 123-263 123-149 121-272
R3 122-306 122-192 121-196
R2 122-029 122-029 121-171
R1 121-235 121-235 121-145 121-292
PP 121-072 121-072 121-072 121-101
S1 120-278 120-278 121-095 121-015
S2 120-115 120-115 121-069
S3 119-158 120-001 121-044
S4 118-201 119-044 120-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-212 120-230 0-302 0.8% 0-103 0.3% 98% True False 478,584
10 121-212 120-210 1-002 0.8% 0-097 0.2% 98% True False 442,524
20 121-212 120-195 1-017 0.9% 0-096 0.2% 99% True False 457,673
40 121-212 118-100 3-112 2.8% 0-123 0.3% 100% True False 569,410
60 121-212 118-100 3-112 2.8% 0-114 0.3% 100% True False 389,731
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-103
2.618 122-219
1.618 122-094
1.000 122-017
0.618 121-289
HIGH 121-212
0.618 121-164
0.500 121-150
0.382 121-135
LOW 121-087
0.618 121-010
1.000 120-282
1.618 120-205
2.618 120-080
4.250 119-196
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 121-188 121-186
PP 121-169 121-165
S1 121-150 121-144

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

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