ECBOT 5 Year T-Note Future December 2013

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

Day Change Summary
	Previous	Current
	24-Dec-2013	26-Dec-2013	Change	Change %	Previous Week
Open	120-160	120-092	-0-068	-0.2%	121-015
High	120-175	120-102	-0-073	-0.2%	121-102
Low	120-097	120-092	-0-005	0.0%	120-150
Close	120-097	120-102	0-005	0.0%	120-205
Range	0-078	0-010	-0-068	-87.2%	0-272
ATR	0-085	0-080	-0-005	-6.3%	0-000
Volume	2,353	1,456	-897	-38.1%	45,139

Daily Pivots for day following 26-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-129	120-125	120-108
R3	120-119	120-115	120-105
R2	120-109	120-109	120-104
R1	120-105	120-105	120-103	120-107
PP	120-099	120-099	120-099	120-100
S1	120-095	120-095	120-101	120-097
S2	120-089	120-089	120-100
S3	120-079	120-085	120-099
S4	120-069	120-075	120-096

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-115	122-272	121-035
R3	122-163	122-000	120-280
R2	121-211	121-211	120-255
R1	121-048	121-048	120-230	120-314
PP	120-259	120-259	120-259	120-232
S1	120-096	120-096	120-180	120-042
S2	119-307	119-307	120-155
S3	119-035	119-144	120-130
S4	118-083	118-192	120-055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-002	120-092	0-230	0.6%	0-062	0.2%	4%	False	True	3,194
10	121-102	120-092	1-010	0.9%	0-060	0.2%	3%	False	True	6,889
20	121-292	120-092	1-200	1.4%	0-069	0.2%	2%	False	True	83,929
40	122-052	120-092	1-280	1.6%	0-085	0.2%	2%	False	True	363,715
60	122-052	120-092	1-280	1.6%	0-086	0.2%	2%	False	True	383,035
80	122-052	118-100	3-272	3.2%	0-100	0.3%	52%	False	False	444,950
100	122-052	118-100	3-272	3.2%	0-099	0.3%	52%	False	False	397,973
120	122-052	118-100	3-272	3.2%	0-093	0.2%	52%	False	False	331,828

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-011
Narrowest range in 97 trading days

Fibonacci Retracements and Extensions
4.250	120-144
2.618	120-128
1.618	120-118
1.000	120-112
0.618	120-108
HIGH	120-102
0.618	120-098
0.500	120-097
0.382	120-096
LOW	120-092
0.618	120-086
1.000	120-082
1.618	120-076
2.618	120-066
4.250	120-050

Fisher Pivots for day following 26-Dec-2013
Pivot	1 day	3 day
R1	120-100	120-142
PP	120-099	120-129
S1	120-097	120-115

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