ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 25-Jul-2013
Day Change Summary
Previous Current
24-Jul-2013 25-Jul-2013 Change Change % Previous Week
Open 121-172 121-077 -0-095 -0.2% 120-295
High 121-172 121-145 -0-027 -0.1% 121-212
Low 121-037 121-027 -0-010 0.0% 120-245
Close 121-080 121-065 -0-015 0.0% 121-185
Range 0-135 0-118 -0-017 -12.6% 0-287
ATR 0-137 0-136 -0-001 -1.0% 0-000
Volume 745,614 596,662 -148,952 -20.0% 2,419,441
Daily Pivots for day following 25-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-113 122-047 121-130
R3 121-315 121-249 121-097
R2 121-197 121-197 121-087
R1 121-131 121-131 121-076 121-105
PP 121-079 121-079 121-079 121-066
S1 121-013 121-013 121-054 120-307
S2 120-281 120-281 121-043
S3 120-163 120-215 121-033
S4 120-045 120-097 121-000
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
5 121-225 121-027 0-198 0.5% 0-094 0.2% 19% False True 509,460
10 121-225 120-245 0-300 0.8% 0-109 0.3% 47% False False 515,427
20 121-225 119-272 1-273 1.5% 0-134 0.3% 73% False False 565,488
40 122-310 119-272 3-038 2.6% 0-149 0.4% 43% False False 715,704
60 124-150 119-272 4-198 3.8% 0-128 0.3% 29% False False 529,122
80 124-150 119-272 4-198 3.8% 0-099 0.3% 29% False False 397,210
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 True
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-006
2.618 122-134
1.618 122-016
1.000 121-263
0.618 121-218
HIGH 121-145
0.618 121-100
0.500 121-086
0.382 121-072
LOW 121-027
0.618 120-274
1.000 120-229
1.618 120-156
2.618 120-038
4.250 119-166
Fisher Pivots for day following 25-Jul-2013
Pivot 1 day 3 day
R1 121-086 121-110
PP 121-079 121-095
S1 121-072 121-080

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

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