ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 120-297 121-020 0-043 0.1% 120-270
High 121-030 121-022 -0-008 0.0% 121-010
Low 120-262 120-242 -0-020 -0.1% 120-170
Close 121-027 120-312 -0-035 -0.1% 120-260
Range 0-088 0-100 0-012 13.6% 0-160
ATR 0-075 0-077 0-002 2.9% 0-000
Volume 998,464 769,079 -229,385 -23.0% 576,626
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-279 121-235 121-047
R3 121-179 121-135 121-020
R2 121-079 121-079 121-010
R1 121-035 121-035 121-001 121-007
PP 120-299 120-299 120-299 120-284
S1 120-255 120-255 120-303 120-227
S2 120-199 120-199 120-294
S3 120-099 120-155 120-284
S4 119-319 120-055 120-257
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% 0-082 0.2% 79% False False 590,506
10 121-030 120-170 0-180 0.5% 0-077 0.2% 79% False False 307,877
20 121-030 120-060 0-290 0.7% 0-074 0.2% 87% False False 157,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 122-127
2.618 121-284
1.618 121-184
1.000 121-122
0.618 121-084
HIGH 121-022
0.618 120-304
0.500 120-292
0.382 120-280
LOW 120-242
0.618 120-180
1.000 120-142
1.618 120-080
2.618 119-300
4.250 119-137
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 120-305 120-305
PP 120-299 120-297
S1 120-292 120-290

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

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