ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 121-262 121-200 -0-062 -0.2% 121-102
High 121-275 121-275 0-000 0.0% 121-247
Low 121-195 121-165 -0-030 -0.1% 121-030
Close 121-200 121-200 0-000 0.0% 121-217
Range 0-080 0-110 0-030 37.5% 0-217
ATR 0-102 0-103 0-001 0.6% 0-000
Volume 509,313 1,011,919 502,606 98.7% 2,160,987
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-223 122-162 121-260
R3 122-113 122-052 121-230
R2 122-003 122-003 121-220
R1 121-262 121-262 121-210 121-255
PP 121-213 121-213 121-213 121-210
S1 121-152 121-152 121-190 121-145
S2 121-103 121-103 121-180
S3 120-313 121-042 121-170
S4 120-203 120-252 121-140
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 123-176 123-093 122-016
R3 122-279 122-196 121-277
R2 122-062 122-062 121-257
R1 121-299 121-299 121-237 122-020
PP 121-165 121-165 121-165 121-185
S1 121-082 121-082 121-197 121-124
S2 120-268 120-268 121-177
S3 120-051 120-185 121-157
S4 119-154 119-288 121-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-282 121-162 0-120 0.3% 0-082 0.2% 32% False False 597,647
10 122-052 121-030 1-022 0.9% 0-113 0.3% 50% False False 551,878
20 122-052 121-030 1-022 0.9% 0-096 0.2% 50% False False 504,711
40 122-052 120-210 1-162 1.2% 0-095 0.2% 64% False False 480,722
60 122-052 118-100 3-272 3.2% 0-113 0.3% 86% False False 546,540
80 122-052 118-100 3-272 3.2% 0-110 0.3% 86% False False 424,559
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-102
2.618 122-243
1.618 122-133
1.000 122-065
0.618 122-023
HIGH 121-275
0.618 121-233
0.500 121-220
0.382 121-207
LOW 121-165
0.618 121-097
1.000 121-055
1.618 120-307
2.618 120-197
4.250 120-018
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 121-220 121-224
PP 121-213 121-216
S1 121-207 121-208

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

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