ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 121-020 120-275 -0-065 -0.2% 120-267
High 121-022 120-302 -0-040 -0.1% 121-030
Low 120-242 120-245 0-003 0.0% 120-230
Close 120-312 120-295 -0-017 0.0% 120-295
Range 0-100 0-057 -0-043 -43.0% 0-120
ATR 0-077 0-076 -0-001 -0.9% 0-000
Volume 769,079 315,380 -453,699 -59.0% 2,793,145
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 121-132 121-110 121-006
R3 121-075 121-053 120-311
R2 121-018 121-018 120-305
R1 120-316 120-316 120-300 121-007
PP 120-281 120-281 120-281 120-286
S1 120-259 120-259 120-290 120-270
S2 120-224 120-224 120-285
S3 120-167 120-202 120-279
S4 120-110 120-145 120-264
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-012 121-273 121-041
R3 121-212 121-153 121-008
R2 121-092 121-092 120-317
R1 121-033 121-033 120-306 121-062
PP 120-292 120-292 120-292 120-306
S1 120-233 120-233 120-284 120-262
S2 120-172 120-172 120-273
S3 120-052 120-113 120-262
S4 119-252 119-313 120-229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-030 120-220 0-130 0.3% 0-071 0.2% 58% False False 625,530
10 121-030 120-170 0-180 0.5% 0-075 0.2% 69% False False 338,221
20 121-030 120-060 0-290 0.7% 0-073 0.2% 81% False False 172,821
40 121-030 120-000 1-030 0.9% 0-051 0.1% 84% False False 86,658
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-224
2.618 121-131
1.618 121-074
1.000 121-039
0.618 121-017
HIGH 120-302
0.618 120-280
0.500 120-274
0.382 120-267
LOW 120-245
0.618 120-210
1.000 120-188
1.618 120-153
2.618 120-096
4.250 120-003
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 120-288 120-296
PP 120-281 120-296
S1 120-274 120-295

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

View Archives - Comment on this page... - Back to Index of Symbols