ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 14-Nov-2013

Day Change Summary
	Previous	Current
	13-Nov-2013	14-Nov-2013	Change	Change %	Previous Week
Open	120-110	120-260	0-150	0.4%	120-220
High	120-200	120-290	0-090	0.2%	121-020
Low	120-110	120-210	0-100	0.3%	120-120
Close	120-170	120-270	0-100	0.3%	120-140
Range	0-090	0-080	-0-010	-11.1%	0-220
ATR	0-071	0-074	0-004	5.0%	0-000
Volume	12,177	11,936	-241	-2.0%	28,611

Daily Pivots for day following 14-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-177	121-143	120-314
R3	121-097	121-063	120-292
R2	121-017	121-017	120-285
R1	120-303	120-303	120-277	121-000
PP	120-257	120-257	120-257	120-265
S1	120-223	120-223	120-263	120-240
S2	120-177	120-177	120-255
S3	120-097	120-143	120-248
S4	120-017	120-063	120-226

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-220	122-080	120-261
R3	122-000	121-180	120-200
R2	121-100	121-100	120-180
R1	120-280	120-280	120-160	120-240
PP	120-200	120-200	120-200	120-180
S1	120-060	120-060	120-120	120-020
S2	119-300	119-300	120-100
S3	119-080	119-160	120-080
S4	118-180	118-260	120-019

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-000	120-060	0-260	0.7%	0-090	0.2%	81%	False	False	9,675
10	121-020	120-060	0-280	0.7%	0-072	0.2%	75%	False	False	7,420
20	121-020	120-060	0-280	0.7%	0-057	0.1%	75%	False	False	4,116

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	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-310
2.618	121-179
1.618	121-099
1.000	121-050
0.618	121-019
HIGH	120-290
0.618	120-259
0.500	120-250
0.382	120-241
LOW	120-210
0.618	120-161
1.000	120-130
1.618	120-081
2.618	120-001
4.250	119-190

Fisher Pivots for day following 14-Nov-2013
Pivot	1 day	3 day
R1	120-263	120-238
PP	120-257	120-207
S1	120-250	120-175

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