ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 120-295 121-052 0-077 0.2% 120-005
High 121-057 121-090 0-033 0.1% 121-105
Low 120-245 121-025 0-100 0.3% 119-272
Close 121-030 121-067 0-037 0.1% 120-285
Range 0-132 0-065 -0-067 -50.8% 1-153
ATR 0-164 0-156 -0-007 -4.3% 0-000
Volume 387,847 478,606 90,759 23.4% 2,881,344
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 121-256 121-226 121-103
R3 121-191 121-161 121-085
R2 121-126 121-126 121-079
R1 121-096 121-096 121-073 121-111
PP 121-061 121-061 121-061 121-068
S1 121-031 121-031 121-061 121-046
S2 120-316 120-316 121-055
S3 120-251 120-286 121-049
S4 120-186 120-221 121-031
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 125-040 124-155 121-225
R3 123-207 123-002 121-095
R2 122-054 122-054 121-052
R1 121-169 121-169 121-008 121-272
PP 120-221 120-221 120-221 120-272
S1 120-016 120-016 120-242 120-118
S2 119-068 119-068 120-198
S3 117-235 118-183 120-155
S4 116-082 117-030 120-025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-105 120-127 0-298 0.8% 0-111 0.3% 87% False False 552,580
10 121-110 119-272 1-158 1.2% 0-149 0.4% 91% False False 553,920
20 122-182 119-272 2-230 2.2% 0-174 0.4% 50% False False 696,249
40 123-227 119-272 3-275 3.2% 0-152 0.4% 35% False False 696,632
60 124-150 119-272 4-198 3.8% 0-117 0.3% 29% False False 466,544
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-050
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 122-046
2.618 121-260
1.618 121-195
1.000 121-155
0.618 121-130
HIGH 121-090
0.618 121-065
0.500 121-058
0.382 121-050
LOW 121-025
0.618 120-305
1.000 120-280
1.618 120-240
2.618 120-175
4.250 120-069
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 121-064 121-050
PP 121-061 121-032
S1 121-058 121-015

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

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