ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 05-Nov-2013

Day Change Summary
	Previous	Current
	04-Nov-2013	05-Nov-2013	Change	Change %	Previous Week
Open	120-220	120-200	-0-020	-0.1%	120-270
High	120-240	120-210	-0-030	-0.1%	121-020
Low	120-220	120-150	-0-070	-0.2%	120-180
Close	120-230	120-180	-0-050	-0.1%	120-190
Range	0-020	0-060	0-040	200.0%	0-160
ATR	0-053	0-055	0-002	3.7%	0-000
Volume	7,615	5,485	-2,130	-28.0%	6,902

Daily Pivots for day following 05-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-040	121-010	120-213
R3	120-300	120-270	120-196
R2	120-240	120-240	120-191
R1	120-210	120-210	120-186	120-195
PP	120-180	120-180	120-180	120-172
S1	120-150	120-150	120-174	120-135
S2	120-120	120-120	120-169
S3	120-060	120-090	120-164
S4	120-000	120-030	120-147

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	120-150	0-190	0.5%	0-054	0.1%	16%	False	True	3,722
10	121-020	120-150	0-190	0.5%	0-040	0.1%	16%	False	True	2,168
20	121-020	120-000	1-020	0.9%	0-036	0.1%	53%	False	False	1,208

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	0-006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-145
2.618	121-047
1.618	120-307
1.000	120-270
0.618	120-247
HIGH	120-210
0.618	120-187
0.500	120-180
0.382	120-173
LOW	120-150
0.618	120-113
1.000	120-090
1.618	120-053
2.618	119-313
4.250	119-215

Fisher Pivots for day following 05-Nov-2013
Pivot	1 day	3 day
R1	120-180	120-195
PP	120-180	120-190
S1	120-180	120-185

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