ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 121-095 121-130 0-035 0.1% 121-227
High 121-145 121-130 -0-015 0.0% 121-247
Low 121-085 121-077 -0-008 0.0% 120-312
Close 121-135 121-080 -0-055 -0.1% 121-052
Range 0-060 0-053 -0-007 -11.7% 0-255
ATR 0-092 0-089 -0-002 -2.6% 0-000
Volume 14,521 8,151 -6,370 -43.9% 485,503
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-255 121-220 121-109
R3 121-202 121-167 121-095
R2 121-149 121-149 121-090
R1 121-114 121-114 121-085 121-105
PP 121-096 121-096 121-096 121-091
S1 121-061 121-061 121-075 121-052
S2 121-043 121-043 121-070
S3 120-310 121-008 121-065
S4 120-257 120-275 121-051
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
5 121-150 120-312 0-158 0.4% 0-075 0.2% 56% False False 33,356
10 121-292 120-312 0-300 0.8% 0-079 0.2% 29% False False 160,968
20 121-302 120-312 0-310 0.8% 0-084 0.2% 28% False False 463,698
40 122-052 120-230 1-142 1.2% 0-090 0.2% 37% False False 468,604
60 122-052 119-140 2-232 2.2% 0-098 0.3% 67% False False 478,770
80 122-052 118-100 3-272 3.2% 0-108 0.3% 76% False False 496,074
100 122-052 118-100 3-272 3.2% 0-102 0.3% 76% False False 397,460
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-035
2.618 121-269
1.618 121-216
1.000 121-183
0.618 121-163
HIGH 121-130
0.618 121-110
0.500 121-104
0.382 121-097
LOW 121-077
0.618 121-044
1.000 121-024
1.618 120-311
2.618 120-258
4.250 120-172
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 121-104 121-101
PP 121-096 121-094
S1 121-088 121-087

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

View Archives - Comment on this page... - Back to Index of Symbols