ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 121-190 121-172 -0-018 0.0% 120-295
High 121-192 121-172 -0-020 -0.1% 121-212
Low 121-122 121-037 -0-085 -0.2% 120-245
Close 121-162 121-080 -0-082 -0.2% 121-185
Range 0-070 0-135 0-065 92.9% 0-287
ATR 0-138 0-137 0-000 -0.1% 0-000
Volume 453,583 745,614 292,031 64.4% 2,419,441
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-181 122-106 121-154
R3 122-046 121-291 121-117
R2 121-231 121-231 121-105
R1 121-156 121-156 121-092 121-126
PP 121-096 121-096 121-096 121-082
S1 121-021 121-021 121-068 120-311
S2 120-281 120-281 121-055
S3 120-146 120-206 121-043
S4 120-011 120-071 121-006
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
5 121-225 121-037 0-188 0.5% 0-090 0.2% 23% False True 509,165
10 121-225 120-245 0-300 0.8% 0-106 0.3% 52% False False 531,433
20 121-225 119-272 1-273 1.5% 0-139 0.4% 76% False False 578,302
40 122-310 119-272 3-038 2.6% 0-150 0.4% 45% False False 732,490
60 124-150 119-272 4-198 3.8% 0-126 0.3% 30% False False 519,190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-106
2.618 122-205
1.618 122-070
1.000 121-307
0.618 121-255
HIGH 121-172
0.618 121-120
0.500 121-104
0.382 121-089
LOW 121-037
0.618 120-274
1.000 120-222
1.618 120-139
2.618 120-004
4.250 119-103
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 121-104 121-131
PP 121-096 121-114
S1 121-088 121-097

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

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