ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 120-170 120-180 0-010 0.0% 120-000
High 120-170 120-260 0-090 0.2% 120-210
Low 120-140 120-180 0-040 0.1% 120-000
Close 120-140 120-260 0-120 0.3% 120-170
Range 0-030 0-080 0-050 166.7% 0-210
ATR 0-000 0-049 0-049 0-000
Volume 18 525 507 2,816.7% 1,936
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 121-153 121-127 120-304
R3 121-073 121-047 120-282
R2 120-313 120-313 120-275
R1 120-287 120-287 120-267 120-300
PP 120-233 120-233 120-233 120-240
S1 120-207 120-207 120-253 120-220
S2 120-153 120-153 120-245
S3 120-073 120-127 120-238
S4 119-313 120-047 120-216
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
5 120-260 120-070 0-190 0.5% 0-056 0.1% 100% True False 173
10 120-260 120-000 0-260 0.7% 0-032 0.1% 100% True False 248
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 0-002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-280
2.618 121-149
1.618 121-069
1.000 121-020
0.618 120-309
HIGH 120-260
0.618 120-229
0.500 120-220
0.382 120-211
LOW 120-180
0.618 120-131
1.000 120-100
1.618 120-051
2.618 119-291
4.250 119-160
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 120-247 120-240
PP 120-233 120-220
S1 120-220 120-200

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

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