ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 120-280 120-270 -0-010 0.0% 120-170
High 120-280 120-280 0-000 0.0% 120-290
Low 120-280 120-250 -0-030 -0.1% 120-140
Close 120-280 120-280 0-000 0.0% 120-280
Range 0-000 0-030 0-030 0-150
ATR 0-047 0-046 -0-001 -2.6% 0-000
Volume 321 247 -74 -23.1% 2,221
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 121-040 121-030 120-296
R3 121-010 121-000 120-288
R2 120-300 120-300 120-286
R1 120-290 120-290 120-283 120-295
PP 120-270 120-270 120-270 120-272
S1 120-260 120-260 120-277 120-265
S2 120-240 120-240 120-274
S3 120-210 120-230 120-272
S4 120-180 120-200 120-264
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 122-047 121-313 121-042
R3 121-217 121-163 121-001
R2 121-067 121-067 120-308
R1 121-013 121-013 120-294 121-040
PP 120-237 120-237 120-237 120-250
S1 120-183 120-183 120-266 120-210
S2 120-087 120-087 120-252
S3 119-257 120-033 120-239
S4 119-107 119-203 120-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-290 120-180 0-110 0.3% 0-032 0.1% 91% False False 490
10 120-290 120-000 0-290 0.7% 0-038 0.1% 97% False False 279
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 0-003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-088
2.618 121-039
1.618 121-009
1.000 120-310
0.618 120-299
HIGH 120-280
0.618 120-269
0.500 120-265
0.382 120-261
LOW 120-250
0.618 120-231
1.000 120-220
1.618 120-201
2.618 120-171
4.250 120-122
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 120-275 120-272
PP 120-270 120-263
S1 120-265 120-255

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

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