ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 120-022 120-087 0-065 0.2% 120-080
High 120-097 120-147 0-050 0.1% 120-167
Low 120-020 119-250 -0-090 -0.2% 119-312
Close 120-090 120-070 -0-020 -0.1% 120-025
Range 0-077 0-217 0-140 181.8% 0-175
ATR 0-080 0-090 0-010 12.2% 0-000
Volume 400,359 792,750 392,391 98.0% 2,187,364
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 122-060 121-282 120-189
R3 121-163 121-065 120-130
R2 120-266 120-266 120-110
R1 120-168 120-168 120-090 120-108
PP 120-049 120-049 120-049 120-019
S1 119-271 119-271 120-050 119-212
S2 119-152 119-152 120-030
S3 118-255 119-054 120-010
S4 118-038 118-157 119-271
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
5 120-147 119-250 0-217 0.6% 0-097 0.3% 65% True True 504,073
10 120-190 119-250 0-260 0.7% 0-094 0.2% 54% False True 514,661
20 121-030 119-250 1-100 1.1% 0-091 0.2% 33% False True 519,410
40 121-030 119-250 1-100 1.1% 0-074 0.2% 33% False True 262,905
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 123-109
2.618 122-075
1.618 121-178
1.000 121-044
0.618 120-281
HIGH 120-147
0.618 120-064
0.500 120-038
0.382 120-013
LOW 119-250
0.618 119-116
1.000 119-033
1.618 118-219
2.618 118-002
4.250 116-288
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 120-060 120-060
PP 120-049 120-049
S1 120-038 120-038

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

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