ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 29-Oct-2013

Day Change Summary
	Previous	Current
	28-Oct-2013	29-Oct-2013	Change	Change %	Previous Week
Open	120-270	120-260	-0-010	0.0%	120-170
High	120-280	120-310	0-030	0.1%	120-290
Low	120-250	120-260	0-010	0.0%	120-140
Close	120-280	120-310	0-030	0.1%	120-280
Range	0-030	0-050	0-020	66.7%	0-150
ATR	0-046	0-046	0-000	0.7%	0-000
Volume	247	1,145	898	363.6%	2,221

Daily Pivots for day following 29-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-123	121-107	121-018
R3	121-073	121-057	121-004
R2	121-023	121-023	120-319
R1	121-007	121-007	120-315	121-015
PP	120-293	120-293	120-293	120-298
S1	120-277	120-277	120-305	120-285
S2	120-243	120-243	120-301
S3	120-193	120-227	120-296
S4	120-143	120-177	120-282

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	120-310	120-230	0-080	0.2%	0-026	0.1%	100%	True	False	614
10	120-310	120-070	0-240	0.6%	0-041	0.1%	100%	True	False	393

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	121-202
2.618	121-121
1.618	121-071
1.000	121-040
0.618	121-021
HIGH	120-310
0.618	120-291
0.500	120-285
0.382	120-279
LOW	120-260
0.618	120-229
1.000	120-210
1.618	120-179
2.618	120-129
4.250	120-048

Fisher Pivots for day following 29-Oct-2013
Pivot	1 day	3 day
R1	120-302	120-300
PP	120-293	120-290
S1	120-285	120-280

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