ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 120-030 120-022 -0-008 0.0% 120-080
High 120-062 120-097 0-035 0.1% 120-167
Low 120-015 120-020 0-005 0.0% 119-312
Close 120-030 120-090 0-060 0.2% 120-025
Range 0-047 0-077 0-030 63.8% 0-175
ATR 0-081 0-080 0-000 -0.3% 0-000
Volume 323,855 400,359 76,504 23.6% 2,187,364
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 120-300 120-272 120-132
R3 120-223 120-195 120-111
R2 120-146 120-146 120-104
R1 120-118 120-118 120-097 120-132
PP 120-069 120-069 120-069 120-076
S1 120-041 120-041 120-083 120-055
S2 119-312 119-312 120-076
S3 119-235 119-284 120-069
S4 119-158 119-207 120-048
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-266 121-161 120-121
R3 121-091 120-306 120-073
R2 120-236 120-236 120-057
R1 120-131 120-131 120-041 120-096
PP 120-061 120-061 120-061 120-044
S1 119-276 119-276 120-009 119-241
S2 119-206 119-206 119-313
S3 119-031 119-101 119-297
S4 118-176 118-246 119-249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-152 119-312 0-160 0.4% 0-070 0.2% 61% False False 421,216
10 120-255 119-312 0-263 0.7% 0-083 0.2% 37% False False 508,089
20 121-030 119-312 1-038 0.9% 0-083 0.2% 27% False False 481,060
40 121-030 119-312 1-038 0.9% 0-071 0.2% 27% False False 243,099
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-104
2.618 120-299
1.618 120-222
1.000 120-174
0.618 120-145
HIGH 120-097
0.618 120-068
0.500 120-058
0.382 120-049
LOW 120-020
0.618 119-292
1.000 119-263
1.618 119-215
2.618 119-138
4.250 119-013
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 120-080 120-075
PP 120-069 120-060
S1 120-058 120-044

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

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