ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 120-270 120-310 0-040 0.1% 120-130
High 121-010 120-310 -0-020 -0.1% 120-290
Low 120-260 120-240 -0-020 -0.1% 120-060
Close 120-310 120-240 -0-070 -0.2% 120-260
Range 0-070 0-070 0-000 0.0% 0-230
ATR 0-071 0-071 0-000 -0.1% 0-000
Volume 8,193 25,732 17,539 214.1% 56,890
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-153 121-107 120-278
R3 121-083 121-037 120-259
R2 121-013 121-013 120-253
R1 120-287 120-287 120-246 120-275
PP 120-263 120-263 120-263 120-258
S1 120-217 120-217 120-234 120-205
S2 120-193 120-193 120-227
S3 120-123 120-147 120-221
S4 120-053 120-077 120-202
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
5 121-010 120-110 0-220 0.6% 0-068 0.2% 59% False False 14,096
10 121-020 120-060 0-280 0.7% 0-076 0.2% 64% False False 10,632
20 121-020 120-060 0-280 0.7% 0-058 0.2% 64% False False 6,400
Crabel Price Patterns
NR False
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 0-010
Fibonacci Retracements and Extensions
4.250 121-288
2.618 121-173
1.618 121-103
1.000 121-060
0.618 121-033
HIGH 120-310
0.618 120-283
0.500 120-275
0.382 120-267
LOW 120-240
0.618 120-197
1.000 120-170
1.618 120-127
2.618 120-057
4.250 119-262
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 120-275 120-285
PP 120-263 120-270
S1 120-252 120-255

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

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