ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 31-Oct-2013

Day Change Summary
	Previous	Current
	30-Oct-2013	31-Oct-2013	Change	Change %	Previous Week
Open	121-242	121-207	-0-035	-0.1%	121-115
High	121-305	121-267	-0-038	-0.1%	121-250
Low	121-177	121-162	-0-015	0.0%	121-075
Close	121-217	121-220	0-003	0.0%	121-217
Range	0-128	0-105	-0-023	-18.0%	0-175
ATR	0-095	0-096	0-001	0.8%	0-000
Volume	556,483	632,848	76,365	13.7%	2,030,902

Daily Pivots for day following 31-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-211	122-161	121-278
R3	122-106	122-056	121-249
R2	122-001	122-001	121-239
R1	121-271	121-271	121-230	121-296
PP	121-216	121-216	121-216	121-229
S1	121-166	121-166	121-210	121-191
S2	121-111	121-111	121-201
S3	121-006	121-061	121-191
S4	120-221	120-276	121-162

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	121-162	0-143	0.4%	0-079	0.2%	41%	False	True	428,737
10	121-305	121-075	0-230	0.6%	0-078	0.2%	63%	False	False	436,269
20	121-305	120-210	1-095	1.1%	0-087	0.2%	80%	False	False	430,115
40	121-305	118-100	3-205	3.0%	0-112	0.3%	93%	False	False	517,323
60	121-305	118-100	3-205	3.0%	0-112	0.3%	93%	False	False	440,569
80	121-305	118-100	3-205	3.0%	0-099	0.3%	93%	False	False	330,746

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	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-073
2.618	122-222
1.618	122-117
1.000	122-052
0.618	122-012
HIGH	121-267
0.618	121-227
0.500	121-214
0.382	121-202
LOW	121-162
0.618	121-097
1.000	121-057
1.618	120-312
2.618	120-207
4.250	120-036

Fisher Pivots for day following 31-Oct-2013
Pivot	1 day	3 day
R1	121-218	121-234
PP	121-216	121-229
S1	121-214	121-224

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols