ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 120-087 120-025 -0-062 -0.2% 120-080
High 120-147 120-035 -0-112 -0.3% 120-167
Low 119-250 119-180 -0-070 -0.2% 119-312
Close 120-070 119-240 -0-150 -0.4% 120-025
Range 0-217 0-175 -0-042 -19.4% 0-175
ATR 0-090 0-099 0-009 9.5% 0-000
Volume 792,750 958,083 165,333 20.9% 2,187,364
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-143 121-047 120-016
R3 120-288 120-192 119-288
R2 120-113 120-113 119-272
R1 120-017 120-017 119-256 119-298
PP 119-258 119-258 119-258 119-239
S1 119-162 119-162 119-224 119-122
S2 119-083 119-083 119-208
S3 118-228 118-307 119-192
S4 118-053 118-132 119-144
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
5 120-147 119-180 0-287 0.7% 0-115 0.3% 21% False True 576,230
10 120-167 119-180 0-307 0.8% 0-101 0.3% 20% False True 554,224
20 121-030 119-180 1-170 1.3% 0-094 0.2% 12% False True 563,918
40 121-030 119-180 1-170 1.3% 0-078 0.2% 12% False True 286,835
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-139
2.618 121-173
1.618 120-318
1.000 120-210
0.618 120-143
HIGH 120-035
0.618 119-288
0.500 119-268
0.382 119-247
LOW 119-180
0.618 119-072
1.000 119-005
1.618 118-217
2.618 118-042
4.250 117-076
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 119-268 120-004
PP 119-258 119-296
S1 119-249 119-268

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

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