ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 120-230 120-220 -0-010 0.0% 120-270
High 120-230 120-240 0-010 0.0% 121-020
Low 120-180 120-220 0-040 0.1% 120-180
Close 120-190 120-230 0-040 0.1% 120-190
Range 0-050 0-020 -0-030 -60.0% 0-160
ATR 0-053 0-053 0-000 -0.4% 0-000
Volume 1,149 7,615 6,466 562.8% 6,902
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 120-290 120-280 120-241
R3 120-270 120-260 120-236
R2 120-250 120-250 120-234
R1 120-240 120-240 120-232 120-245
PP 120-230 120-230 120-230 120-232
S1 120-220 120-220 120-228 120-225
S2 120-210 120-210 120-226
S3 120-190 120-200 120-224
S4 120-170 120-180 120-219
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% 0-052 0.1% 31% False False 2,854
10 121-020 120-180 0-160 0.4% 0-042 0.1% 31% False False 1,672
20 121-020 120-000 1-020 0.9% 0-033 0.1% 68% False False 934
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 0-005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-005
2.618 120-292
1.618 120-272
1.000 120-260
0.618 120-252
HIGH 120-240
0.618 120-232
0.500 120-230
0.382 120-228
LOW 120-220
0.618 120-208
1.000 120-200
1.618 120-188
2.618 120-168
4.250 120-135
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 120-230 120-245
PP 120-230 120-240
S1 120-230 120-235

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

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