ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 120-260 120-270 0-010 0.0% 120-130
High 120-290 120-280 -0-010 0.0% 120-290
Low 120-210 120-250 0-040 0.1% 120-060
Close 120-270 120-260 -0-010 0.0% 120-260
Range 0-080 0-030 -0-050 -62.5% 0-230
ATR 0-074 0-071 -0-003 -4.3% 0-000
Volume 11,936 12,443 507 4.2% 56,890
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-033 121-017 120-276
R3 121-003 120-307 120-268
R2 120-293 120-293 120-266
R1 120-277 120-277 120-263 120-270
PP 120-263 120-263 120-263 120-260
S1 120-247 120-247 120-257 120-240
S2 120-233 120-233 120-254
S3 120-203 120-217 120-252
S4 120-173 120-187 120-244
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-253 122-167 121-066
R3 122-023 121-257 121-003
R2 121-113 121-113 120-302
R1 121-027 121-027 120-281 121-070
PP 120-203 120-203 120-203 120-225
S1 120-117 120-117 120-239 120-160
S2 119-293 119-293 120-218
S3 119-063 119-207 120-197
S4 118-153 118-297 120-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-290 120-060 0-230 0.6% 0-056 0.1% 87% False False 11,378
10 121-020 120-060 0-280 0.7% 0-070 0.2% 71% False False 8,550
20 121-020 120-060 0-280 0.7% 0-056 0.1% 71% False False 4,731
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-088
2.618 121-039
1.618 121-009
1.000 120-310
0.618 120-299
HIGH 120-280
0.618 120-269
0.500 120-265
0.382 120-261
LOW 120-250
0.618 120-231
1.000 120-220
1.618 120-201
2.618 120-171
4.250 120-122
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 120-265 120-240
PP 120-263 120-220
S1 120-262 120-200

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

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