ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 121-150 121-147 -0-003 0.0% 120-295
High 121-207 121-195 -0-012 0.0% 121-212
Low 121-110 121-115 0-005 0.0% 120-245
Close 121-132 121-185 0-053 0.1% 121-185
Range 0-097 0-080 -0-017 -17.5% 0-287
ATR 0-154 0-149 -0-005 -3.4% 0-000
Volume 595,185 329,774 -265,411 -44.6% 2,419,441
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-085 122-055 121-229
R3 122-005 121-295 121-207
R2 121-245 121-245 121-200
R1 121-215 121-215 121-192 121-230
PP 121-165 121-165 121-165 121-172
S1 121-135 121-135 121-178 121-150
S2 121-085 121-085 121-170
S3 121-005 121-055 121-163
S4 120-245 120-295 121-141
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 124-008 123-224 122-023
R3 123-041 122-257 121-264
R2 122-074 122-074 121-238
R1 121-290 121-290 121-211 122-022
PP 121-107 121-107 121-107 121-134
S1 121-003 121-003 121-159 121-055
S2 120-140 120-140 121-132
S3 119-173 120-036 121-106
S4 118-206 119-069 121-027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-212 120-245 0-287 0.7% 0-111 0.3% 91% False False 483,888
10 121-212 119-272 1-260 1.5% 0-122 0.3% 95% False False 530,078
20 121-212 119-272 1-260 1.5% 0-160 0.4% 95% False False 640,185
40 123-110 119-272 3-158 2.9% 0-153 0.4% 49% False False 727,214
60 124-150 119-272 4-198 3.8% 0-122 0.3% 37% False False 492,360
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-215
2.618 122-084
1.618 122-004
1.000 121-275
0.618 121-244
HIGH 121-195
0.618 121-164
0.500 121-155
0.382 121-146
LOW 121-115
0.618 121-066
1.000 121-035
1.618 120-306
2.618 120-226
4.250 120-095
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 121-175 121-164
PP 121-165 121-143
S1 121-155 121-122

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

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