ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 120-270 120-270 0-000 0.0% 120-130
High 120-280 121-010 0-050 0.1% 120-290
Low 120-250 120-260 0-010 0.0% 120-060
Close 120-260 120-310 0-050 0.1% 120-260
Range 0-030 0-070 0-040 133.3% 0-230
ATR 0-071 0-071 0-000 -0.1% 0-000
Volume 12,443 8,193 -4,250 -34.2% 56,890
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-190 121-160 121-028
R3 121-120 121-090 121-009
R2 121-050 121-050 121-003
R1 121-020 121-020 120-316 121-035
PP 120-300 120-300 120-300 120-308
S1 120-270 120-270 120-304 120-285
S2 120-230 120-230 120-297
S3 120-160 120-200 120-291
S4 120-090 120-130 120-272
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
5 121-010 120-060 0-270 0.7% 0-070 0.2% 93% True False 9,070
10 121-020 120-060 0-280 0.7% 0-075 0.2% 89% False False 8,607
20 121-020 120-060 0-280 0.7% 0-058 0.2% 89% False False 5,139
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 0-011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-308
2.618 121-193
1.618 121-123
1.000 121-080
0.618 121-053
HIGH 121-010
0.618 120-303
0.500 120-295
0.382 120-287
LOW 120-260
0.618 120-217
1.000 120-190
1.618 120-147
2.618 120-077
4.250 119-282
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 120-305 120-297
PP 120-300 120-283
S1 120-295 120-270

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

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