ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 121-135 121-207 0-072 0.2% 121-217
High 121-247 121-312 0-065 0.2% 121-305
Low 121-132 121-207 0-075 0.2% 121-125
Close 121-212 121-250 0-038 0.1% 121-140
Range 0-115 0-105 -0-010 -8.7% 0-180
ATR 0-095 0-095 0-001 0.8% 0-000
Volume 630,317 721,584 91,267 14.5% 2,383,094
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-251 122-196 121-308
R3 122-146 122-091 121-279
R2 122-041 122-041 121-269
R1 121-306 121-306 121-260 122-014
PP 121-256 121-256 121-256 121-270
S1 121-201 121-201 121-240 121-228
S2 121-151 121-151 121-231
S3 121-046 121-096 121-221
S4 120-261 120-311 121-192
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
5 121-312 121-097 0-215 0.6% 0-090 0.2% 71% True False 544,787
10 121-312 121-097 0-215 0.6% 0-084 0.2% 71% True False 486,762
20 121-312 120-230 1-082 1.0% 0-088 0.2% 85% True False 453,480
40 121-312 118-280 3-032 2.5% 0-104 0.3% 94% True False 501,562
60 121-312 118-100 3-212 3.0% 0-115 0.3% 95% True False 485,771
80 121-312 118-100 3-212 3.0% 0-101 0.3% 95% True False 364,764
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-118
2.618 122-267
1.618 122-162
1.000 122-097
0.618 122-057
HIGH 121-312
0.618 121-272
0.500 121-260
0.382 121-247
LOW 121-207
0.618 121-142
1.000 121-102
1.618 121-037
2.618 120-252
4.250 120-081
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 121-260 121-235
PP 121-256 121-220
S1 121-253 121-204

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

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