ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 120-270 120-230 -0-040 -0.1% 120-270
High 120-310 120-230 -0-080 -0.2% 121-020
Low 120-230 120-180 -0-050 -0.1% 120-180
Close 120-280 120-190 -0-090 -0.2% 120-190
Range 0-080 0-050 -0-030 -37.5% 0-160
ATR 0-049 0-053 0-004 7.3% 0-000
Volume 1,837 1,149 -688 -37.5% 6,902
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-030 121-000 120-218
R3 120-300 120-270 120-204
R2 120-250 120-250 120-199
R1 120-220 120-220 120-195 120-210
PP 120-200 120-200 120-200 120-195
S1 120-170 120-170 120-185 120-160
S2 120-150 120-150 120-181
S3 120-100 120-120 120-176
S4 120-050 120-070 120-162
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-077 121-293 120-278
R3 121-237 121-133 120-234
R2 121-077 121-077 120-219
R1 120-293 120-293 120-205 120-265
PP 120-237 120-237 120-237 120-222
S1 120-133 120-133 120-175 120-105
S2 120-077 120-077 120-161
S3 119-237 119-293 120-146
S4 119-077 119-133 120-102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-020 120-180 0-160 0.4% 0-054 0.1% 6% False True 1,380
10 121-020 120-140 0-200 0.5% 0-043 0.1% 25% False False 912
20 121-020 120-000 1-020 0.9% 0-032 0.1% 56% False False 553
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 False
Stretch 0-005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-122
2.618 121-041
1.618 120-311
1.000 120-280
0.618 120-261
HIGH 120-230
0.618 120-211
0.500 120-205
0.382 120-199
LOW 120-180
0.618 120-149
1.000 120-130
1.618 120-099
2.618 120-049
4.250 119-288
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 120-205 120-260
PP 120-200 120-237
S1 120-195 120-213

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

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