ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 120-090 120-210 0-120 0.3% 120-000
High 120-200 120-210 0-010 0.0% 120-210
Low 120-070 120-170 0-100 0.3% 120-000
Close 120-200 120-170 -0-030 -0.1% 120-170
Range 0-130 0-040 -0-090 -69.2% 0-210
ATR
Volume 104 144 40 38.5% 1,936
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 120-303 120-277 120-192
R3 120-263 120-237 120-181
R2 120-223 120-223 120-177
R1 120-197 120-197 120-174 120-190
PP 120-183 120-183 120-183 120-180
S1 120-157 120-157 120-166 120-150
S2 120-143 120-143 120-163
S3 120-103 120-117 120-159
S4 120-063 120-077 120-148
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 122-117 122-033 120-286
R3 121-227 121-143 120-228
R2 121-017 121-017 120-208
R1 120-253 120-253 120-189 120-295
PP 120-127 120-127 120-127 120-148
S1 120-043 120-043 120-151 120-085
S2 119-237 119-237 120-132
S3 119-027 119-153 120-112
S4 118-137 118-263 120-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-210 120-000 0-210 0.5% 0-038 0.1% 81% True False 387
10 120-210 120-000 0-210 0.5% 0-021 0.1% 81% True False 194
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 True
Stretch 0-002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-060
2.618 120-315
1.618 120-275
1.000 120-250
0.618 120-235
HIGH 120-210
0.618 120-195
0.500 120-190
0.382 120-185
LOW 120-170
0.618 120-145
1.000 120-130
1.618 120-105
2.618 120-065
4.250 120-000
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 120-190 120-160
PP 120-183 120-150
S1 120-177 120-140

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

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