ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 09-Dec-2013

Day Change Summary
	Previous	Current
	06-Dec-2013	09-Dec-2013	Change	Change %	Previous Week
Open	121-072	121-067	-0-005	0.0%	121-227
High	121-110	121-102	-0-008	0.0%	121-247
Low	120-312	121-057	0-065	0.2%	120-312
Close	121-052	121-062	0-010	0.0%	121-052
Range	0-118	0-045	-0-073	-61.9%	0-255
ATR	0-095	0-092	-0-003	-3.4%	0-000
Volume	62,979	44,355	-18,624	-29.6%	485,503

Daily Pivots for day following 09-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-209	121-180	121-087
R3	121-164	121-135	121-074
R2	121-119	121-119	121-070
R1	121-090	121-090	121-066	121-082
PP	121-074	121-074	121-074	121-070
S1	121-045	121-045	121-058	121-037
S2	121-029	121-029	121-054
S3	120-304	121-000	121-050
S4	120-259	120-275	121-037

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-222	123-072	121-192
R3	122-287	122-137	121-122
R2	122-032	122-032	121-099
R1	121-202	121-202	121-075	121-150
PP	121-097	121-097	121-097	121-071
S1	120-267	120-267	121-029	120-214
S2	120-162	120-162	121-005
S3	119-227	120-012	120-302
S4	118-292	119-077	120-232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-232	120-312	0-240	0.6%	0-086	0.2%	29%	False	False	66,260
10	121-302	120-312	0-310	0.8%	0-082	0.2%	23%	False	False	408,547
20	121-302	120-312	0-310	0.8%	0-084	0.2%	23%	False	False	489,745
40	122-052	120-230	1-142	1.2%	0-092	0.2%	33%	False	False	480,740
60	122-052	119-140	2-232	2.2%	0-100	0.3%	64%	False	False	501,139
80	122-052	118-100	3-272	3.2%	0-109	0.3%	75%	False	False	496,079
100	122-052	118-100	3-272	3.2%	0-101	0.3%	75%	False	False	397,243

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 81 trading days

Fibonacci Retracements and Extensions
4.250	121-293
2.618	121-220
1.618	121-175
1.000	121-147
0.618	121-130
HIGH	121-102
0.618	121-085
0.500	121-080
0.382	121-074
LOW	121-057
0.618	121-029
1.000	121-012
1.618	120-304
2.618	120-259
4.250	120-186

Fisher Pivots for day following 09-Dec-2013
Pivot	1 day	3 day
R1	121-080	121-071
PP	121-074	121-068
S1	121-068	121-065

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