ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 120-267 120-297 0-030 0.1% 120-270
High 120-292 121-030 0-058 0.1% 121-010
Low 120-230 120-262 0-032 0.1% 120-170
Close 120-282 121-027 0-065 0.2% 120-260
Range 0-062 0-088 0-026 41.9% 0-160
ATR 0-074 0-075 0-001 1.4% 0-000
Volume 710,222 998,464 288,242 40.6% 576,626
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-264 121-233 121-075
R3 121-176 121-145 121-051
R2 121-088 121-088 121-043
R1 121-057 121-057 121-035 121-072
PP 121-000 121-000 121-000 121-007
S1 120-289 120-289 121-019 120-304
S2 120-232 120-232 121-011
S3 120-144 120-201 121-003
S4 120-056 120-113 120-299
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
5 121-030 120-170 0-180 0.5% 0-084 0.2% 98% True False 450,277
10 121-030 120-110 0-240 0.6% 0-076 0.2% 99% True False 232,186
20 121-030 120-060 0-290 0.7% 0-072 0.2% 99% True False 118,816
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 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-084
2.618 121-260
1.618 121-172
1.000 121-118
0.618 121-084
HIGH 121-030
0.618 120-316
0.500 120-306
0.382 120-296
LOW 120-262
0.618 120-208
1.000 120-174
1.618 120-120
2.618 120-032
4.250 119-208
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 121-013 121-006
PP 121-000 120-306
S1 120-306 120-285

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

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