ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 04-Nov-2013

Day Change Summary
	Previous	Current
	01-Nov-2013	04-Nov-2013	Change	Change %	Previous Week
Open	121-195	121-132	-0-063	-0.2%	121-217
High	121-202	121-190	-0-012	0.0%	121-305
Low	121-125	121-122	-0-003	0.0%	121-125
Close	121-140	121-175	0-035	0.1%	121-140
Range	0-077	0-068	-0-009	-11.7%	0-180
ATR	0-096	0-094	-0-002	-2.1%	0-000
Volume	521,535	282,773	-238,762	-45.8%	2,383,094

Daily Pivots for day following 04-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-046	122-019	121-212
R3	121-298	121-271	121-194
R2	121-230	121-230	121-187
R1	121-203	121-203	121-181	121-216
PP	121-162	121-162	121-162	121-169
S1	121-135	121-135	121-169	121-148
S2	121-094	121-094	121-163
S3	121-026	121-067	121-156
S4	120-278	120-319	121-138

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-090	122-295	121-239
R3	122-230	122-115	121-190
R2	122-050	122-050	121-173
R1	121-255	121-255	121-156	121-222
PP	121-190	121-190	121-190	121-174
S1	121-075	121-075	121-124	121-042
S2	121-010	121-010	121-107
S3	120-150	120-215	121-090
S4	119-290	120-035	121-041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-305	121-122	0-183	0.5%	0-086	0.2%	29%	False	True	475,231
10	121-305	121-087	0-218	0.6%	0-079	0.2%	40%	False	False	440,730
20	121-305	120-210	1-095	1.1%	0-086	0.2%	69%	False	False	437,298
40	121-305	118-262	3-043	2.6%	0-104	0.3%	87%	False	False	501,132
60	121-305	118-100	3-205	3.0%	0-114	0.3%	89%	False	False	453,936
80	121-305	118-100	3-205	3.0%	0-099	0.3%	89%	False	False	340,776

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-159
2.618	122-048
1.618	121-300
1.000	121-258
0.618	121-232
HIGH	121-190
0.618	121-164
0.500	121-156
0.382	121-148
LOW	121-122
0.618	121-080
1.000	121-054
1.618	121-012
2.618	120-264
4.250	120-153

Fisher Pivots for day following 04-Nov-2013
Pivot	1 day	3 day
R1	121-169	121-194
PP	121-162	121-188
S1	121-156	121-182

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