ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 26-Nov-2013

Day Change Summary
	Previous	Current
	25-Nov-2013	26-Nov-2013	Change	Change %	Previous Week
Open	121-225	121-245	0-020	0.1%	121-210
High	121-247	121-302	0-055	0.1%	121-282
Low	121-185	121-220	0-035	0.1%	121-135
Close	121-235	121-300	0-065	0.2%	121-220
Range	0-062	0-082	0-020	32.3%	0-147
ATR	0-096	0-095	-0-001	-1.1%	0-000
Volume	1,094,294	1,404,171	309,877	28.3%	3,548,448

Daily Pivots for day following 26-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-200	122-172	122-025
R3	122-118	122-090	122-003
R2	122-036	122-036	121-315
R1	122-008	122-008	121-308	122-022
PP	121-274	121-274	121-274	121-281
S1	121-246	121-246	121-292	121-260
S2	121-192	121-192	121-285
S3	121-110	121-164	121-277
S4	121-028	121-082	121-255

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-013	122-264	121-301
R3	122-186	122-117	121-260
R2	122-039	122-039	121-247
R1	121-290	121-290	121-233	122-004
PP	121-212	121-212	121-212	121-230
S1	121-143	121-143	121-207	121-178
S2	121-065	121-065	121-193
S3	120-238	120-316	121-180
S4	120-091	120-169	121-139

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-302	121-135	0-167	0.4%	0-082	0.2%	99%	True	False	1,034,297
10	121-302	121-047	0-255	0.7%	0-088	0.2%	99%	True	False	766,427
20	122-052	121-030	1-022	0.9%	0-100	0.3%	79%	False	False	643,501
40	122-052	120-210	1-162	1.2%	0-094	0.2%	85%	False	False	532,588
60	122-052	118-100	3-272	3.2%	0-110	0.3%	94%	False	False	565,290
80	122-052	118-100	3-272	3.2%	0-107	0.3%	94%	False	False	476,484
100	122-052	118-100	3-272	3.2%	0-098	0.3%	94%	False	False	381,408

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-010
2.618	122-197
1.618	122-115
1.000	122-064
0.618	122-033
HIGH	121-302
0.618	121-271
0.500	121-261
0.382	121-251
LOW	121-220
0.618	121-169
1.000	121-138
1.618	121-087
2.618	121-005
4.250	120-192

Fisher Pivots for day following 26-Nov-2013
Pivot	1 day	3 day
R1	121-287	121-280
PP	121-274	121-261
S1	121-261	121-241

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