ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 120-210 120-252 0-042 0.1% 120-270
High 120-280 120-270 -0-010 0.0% 121-010
Low 120-170 120-220 0-050 0.1% 120-170
Close 120-250 120-260 0-010 0.0% 120-260
Range 0-110 0-050 -0-060 -54.5% 0-160
ATR 0-076 0-074 -0-002 -2.5% 0-000
Volume 140,259 334,507 194,248 138.5% 576,626
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-080 121-060 120-288
R3 121-030 121-010 120-274
R2 120-300 120-300 120-269
R1 120-280 120-280 120-265 120-290
PP 120-250 120-250 120-250 120-255
S1 120-230 120-230 120-255 120-240
S2 120-200 120-200 120-251
S3 120-150 120-180 120-246
S4 120-100 120-130 120-232
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-093 122-017 121-028
R3 121-253 121-177 120-304
R2 121-093 121-093 120-289
R1 121-017 121-017 120-275 120-295
PP 120-253 120-253 120-253 120-232
S1 120-177 120-177 120-245 120-135
S2 120-093 120-093 120-231
S3 119-253 120-017 120-216
S4 119-093 119-177 120-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-010 120-170 0-160 0.4% 0-082 0.2% 56% False False 115,325
10 121-010 120-060 0-270 0.7% 0-069 0.2% 74% False False 63,351
20 121-020 120-060 0-280 0.7% 0-069 0.2% 71% False False 33,451
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-162
2.618 121-081
1.618 121-031
1.000 121-000
0.618 120-301
HIGH 120-270
0.618 120-251
0.500 120-245
0.382 120-239
LOW 120-220
0.618 120-189
1.000 120-170
1.618 120-139
2.618 120-089
4.250 120-008
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 120-255 120-255
PP 120-250 120-250
S1 120-245 120-245

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

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