ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 120-097 120-080 -0-017 0.0% 120-272
High 120-127 120-122 -0-005 0.0% 120-290
Low 119-317 120-057 0-060 0.2% 119-317
Close 120-067 120-080 0-013 0.0% 120-067
Range 0-130 0-065 -0-065 -50.0% 0-293
ATR 0-086 0-084 -0-001 -1.7% 0-000
Volume 879,830 389,699 -490,131 -55.7% 3,348,044
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 120-281 120-246 120-116
R3 120-216 120-181 120-098
R2 120-151 120-151 120-092
R1 120-116 120-116 120-086 120-112
PP 120-086 120-086 120-086 120-085
S1 120-051 120-051 120-074 120-048
S2 120-021 120-021 120-068
S3 119-276 119-306 120-062
S4 119-211 119-241 120-044
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 123-037 122-185 120-228
R3 122-064 121-212 120-148
R2 121-091 121-091 120-121
R1 120-239 120-239 120-094 120-178
PP 120-118 120-118 120-118 120-088
S1 119-266 119-266 120-040 119-206
S2 119-145 119-145 120-013
S3 118-172 118-293 119-306
S4 117-199 118-000 119-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-270 119-317 0-273 0.7% 0-096 0.3% 30% False False 614,909
10 121-030 119-317 1-033 0.9% 0-090 0.2% 24% False False 653,088
20 121-030 119-317 1-033 0.9% 0-079 0.2% 24% False False 358,220
40 121-030 119-317 1-033 0.9% 0-066 0.2% 24% False False 180,101
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 0-020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-078
2.618 120-292
1.618 120-227
1.000 120-187
0.618 120-162
HIGH 120-122
0.618 120-097
0.500 120-090
0.382 120-082
LOW 120-057
0.618 120-017
1.000 119-312
1.618 119-272
2.618 119-207
4.250 119-101
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 120-090 120-094
PP 120-086 120-089
S1 120-083 120-084

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

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