ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 120-100 120-142 0-042 0.1% 120-272
High 120-167 120-152 -0-015 0.0% 120-290
Low 120-090 120-072 -0-018 0.0% 119-317
Close 120-157 120-097 -0-060 -0.2% 120-067
Range 0-077 0-080 0-003 3.9% 0-293
ATR 0-084 0-085 0-000 0.0% 0-000
Volume 415,796 378,468 -37,328 -9.0% 3,348,044
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-027 120-302 120-141
R3 120-267 120-222 120-119
R2 120-187 120-187 120-112
R1 120-142 120-142 120-104 120-124
PP 120-107 120-107 120-107 120-098
S1 120-062 120-062 120-090 120-044
S2 120-027 120-027 120-082
S3 119-267 119-302 120-075
S4 119-187 119-222 120-053
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
5 120-190 119-317 0-193 0.5% 0-090 0.2% 52% False False 525,250
10 121-022 119-317 1-025 0.9% 0-090 0.2% 29% False False 561,646
20 121-030 119-317 1-033 0.9% 0-083 0.2% 28% False False 396,916
40 121-030 119-317 1-033 0.9% 0-069 0.2% 28% False False 199,918
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 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-172
2.618 121-041
1.618 120-281
1.000 120-232
0.618 120-201
HIGH 120-152
0.618 120-121
0.500 120-112
0.382 120-103
LOW 120-072
0.618 120-023
1.000 119-312
1.618 119-263
2.618 119-183
4.250 119-052
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 120-112 120-112
PP 120-107 120-107
S1 120-102 120-102

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

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