ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 120-310 120-260 -0-050 -0.1% 120-130
High 120-310 121-000 0-010 0.0% 120-290
Low 120-240 120-210 -0-030 -0.1% 120-060
Close 120-240 120-240 0-000 0.0% 120-260
Range 0-070 0-110 0-040 57.1% 0-230
ATR 0-071 0-074 0-003 3.9% 0-000
Volume 25,732 67,935 42,203 164.0% 56,890
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-267 121-203 120-300
R3 121-157 121-093 120-270
R2 121-047 121-047 120-260
R1 120-303 120-303 120-250 120-280
PP 120-257 120-257 120-257 120-245
S1 120-193 120-193 120-230 120-170
S2 120-147 120-147 120-220
S3 120-037 120-083 120-210
S4 119-247 119-293 120-180
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
5 121-010 120-210 0-120 0.3% 0-072 0.2% 25% False True 25,247
10 121-020 120-060 0-280 0.7% 0-082 0.2% 64% False False 16,965
20 121-020 120-060 0-280 0.7% 0-062 0.2% 64% False False 9,751
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 122-148
2.618 121-288
1.618 121-178
1.000 121-110
0.618 121-068
HIGH 121-000
0.618 120-278
0.500 120-265
0.382 120-252
LOW 120-210
0.618 120-142
1.000 120-100
1.618 120-032
2.618 119-242
4.250 119-062
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 120-265 120-270
PP 120-257 120-260
S1 120-248 120-250

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

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