ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 120-180 120-290 0-110 0.3% 120-000
High 120-260 120-290 0-030 0.1% 120-210
Low 120-180 120-270 0-090 0.2% 120-000
Close 120-260 120-270 0-010 0.0% 120-170
Range 0-080 0-020 -0-060 -75.0% 0-210
ATR 0-049 0-047 -0-001 -2.7% 0-000
Volume 525 904 379 72.2% 1,936
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 121-017 121-003 120-281
R3 120-317 120-303 120-276
R2 120-297 120-297 120-274
R1 120-283 120-283 120-272 120-280
PP 120-277 120-277 120-277 120-275
S1 120-263 120-263 120-268 120-260
S2 120-257 120-257 120-266
S3 120-237 120-243 120-264
S4 120-217 120-223 120-259
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
5 120-290 120-070 0-220 0.6% 0-060 0.2% 91% True False 339
10 120-290 120-000 0-290 0.7% 0-032 0.1% 93% True False 338
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0-002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-055
2.618 121-022
1.618 121-002
1.000 120-310
0.618 120-302
HIGH 120-290
0.618 120-282
0.500 120-280
0.382 120-278
LOW 120-270
0.618 120-258
1.000 120-250
1.618 120-238
2.618 120-218
4.250 120-185
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 120-280 120-252
PP 120-277 120-233
S1 120-273 120-215

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

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