ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 121-217 121-207 -0-010 0.0% 121-115
High 121-232 121-250 0-018 0.0% 121-250
Low 121-180 121-200 0-020 0.1% 121-075
Close 121-222 121-245 0-023 0.1% 121-217
Range 0-052 0-050 -0-002 -3.8% 0-175
ATR 0-096 0-092 -0-003 -3.4% 0-000
Volume 289,708 382,520 92,812 32.0% 2,030,902
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 122-062 122-043 121-272
R3 122-012 121-313 121-259
R2 121-282 121-282 121-254
R1 121-263 121-263 121-250 121-272
PP 121-232 121-232 121-232 121-236
S1 121-213 121-213 121-240 121-222
S2 121-182 121-182 121-236
S3 121-132 121-163 121-231
S4 121-082 121-113 121-218
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 123-066 122-316 121-313
R3 122-211 122-141 121-265
R2 122-036 122-036 121-249
R1 121-286 121-286 121-233 122-001
PP 121-181 121-181 121-181 121-198
S1 121-111 121-111 121-201 121-146
S2 121-006 121-006 121-185
S3 120-151 120-256 121-169
S4 119-296 120-081 121-121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-250 121-170 0-080 0.2% 0-057 0.1% 94% True False 374,309
10 121-250 120-230 1-020 0.9% 0-080 0.2% 99% True False 426,446
20 121-250 120-210 1-040 0.9% 0-088 0.2% 99% True False 421,675
40 121-250 118-100 3-150 2.8% 0-114 0.3% 100% True False 526,185
60 121-250 118-100 3-150 2.8% 0-109 0.3% 100% True False 420,812
80 121-250 118-100 3-150 2.8% 0-097 0.2% 100% True False 315,885
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-017
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 122-142
2.618 122-061
1.618 122-011
1.000 121-300
0.618 121-281
HIGH 121-250
0.618 121-231
0.500 121-225
0.382 121-219
LOW 121-200
0.618 121-169
1.000 121-150
1.618 121-119
2.618 121-069
4.250 120-308
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 121-238 121-234
PP 121-232 121-222
S1 121-225 121-211

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

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