ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 21-Nov-2013

Day Change Summary
	Previous	Current
	20-Nov-2013	21-Nov-2013	Change	Change %	Previous Week
Open	121-200	121-187	-0-013	0.0%	121-102
High	121-275	121-240	-0-035	-0.1%	121-247
Low	121-165	121-135	-0-030	-0.1%	121-030
Close	121-200	121-207	0-007	0.0%	121-217
Range	0-110	0-105	-0-005	-4.5%	0-217
ATR	0-103	0-103	0-000	0.2%	0-000
Volume	1,011,919	944,233	-67,686	-6.7%	2,160,987

Daily Pivots for day following 21-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-189	122-143	121-265
R3	122-084	122-038	121-236
R2	121-299	121-299	121-226
R1	121-253	121-253	121-217	121-276
PP	121-194	121-194	121-194	121-206
S1	121-148	121-148	121-197	121-171
S2	121-089	121-089	121-188
S3	120-304	121-043	121-178
S4	120-199	120-258	121-149

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	121-135	0-147	0.4%	0-086	0.2%	49%	False	True	649,952
10	122-052	121-030	1-022	0.9%	0-113	0.3%	52%	False	False	574,142
20	122-052	121-030	1-022	0.9%	0-098	0.3%	52%	False	False	530,452
40	122-052	120-210	1-162	1.2%	0-097	0.2%	66%	False	False	492,559
60	122-052	118-100	3-272	3.2%	0-112	0.3%	87%	False	False	548,120
80	122-052	118-100	3-272	3.2%	0-110	0.3%	87%	False	False	436,349
100	122-052	118-100	3-272	3.2%	0-096	0.2%	87%	False	False	349,260

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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-046
2.618	122-195
1.618	122-090
1.000	122-025
0.618	121-305
HIGH	121-240
0.618	121-200
0.500	121-188
0.382	121-175
LOW	121-135
0.618	121-070
1.000	121-030
1.618	120-285
2.618	120-180
4.250	120-009

Fisher Pivots for day following 21-Nov-2013
Pivot	1 day	3 day
R1	121-200	121-206
PP	121-194	121-206
S1	121-188	121-205

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