ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 30-Oct-2013
Day Change Summary
Previous Current
29-Oct-2013 30-Oct-2013 Change Change % Previous Week
Open 121-207 121-242 0-035 0.1% 121-115
High 121-250 121-305 0-055 0.1% 121-250
Low 121-200 121-177 -0-023 -0.1% 121-075
Close 121-245 121-217 -0-028 -0.1% 121-217
Range 0-050 0-128 0-078 156.0% 0-175
ATR 0-092 0-095 0-003 2.8% 0-000
Volume 382,520 556,483 173,963 45.5% 2,030,902
Daily Pivots for day following 30-Oct-2013
Classic Woodie Camarilla DeMark
R4 122-297 122-225 121-287
R3 122-169 122-097 121-252
R2 122-041 122-041 121-240
R1 121-289 121-289 121-229 121-261
PP 121-233 121-233 121-233 121-219
S1 121-161 121-161 121-205 121-133
S2 121-105 121-105 121-194
S3 120-297 121-033 121-182
S4 120-169 120-225 121-147
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
5 121-305 121-170 0-135 0.3% 0-070 0.2% 35% True False 388,050
10 121-305 121-035 0-270 0.7% 0-080 0.2% 67% True False 426,900
20 121-305 120-210 1-095 1.1% 0-088 0.2% 79% True False 423,117
40 121-305 118-100 3-205 3.0% 0-114 0.3% 92% True False 524,190
60 121-305 118-100 3-205 3.0% 0-110 0.3% 92% True False 430,076
80 121-305 118-100 3-205 3.0% 0-099 0.3% 92% True False 322,836
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 123-209
2.618 123-000
1.618 122-192
1.000 122-113
0.618 122-064
HIGH 121-305
0.618 121-256
0.500 121-241
0.382 121-226
LOW 121-177
0.618 121-098
1.000 121-049
1.618 120-290
2.618 120-162
4.250 119-273
Fisher Pivots for day following 30-Oct-2013
Pivot 1 day 3 day
R1 121-241 121-241
PP 121-233 121-233
S1 121-225 121-225

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

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