ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 121-117 121-115 -0-002 0.0% 121-185
High 121-155 121-142 -0-013 0.0% 121-225
Low 121-102 120-282 -0-140 -0.4% 121-027
Close 121-112 121-117 0-005 0.0% 121-160
Range 0-053 0-180 0-127 239.6% 0-198
ATR 0-123 0-128 0-004 3.3% 0-000
Volume 386,085 821,532 435,447 112.8% 2,623,614
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-294 122-225 121-216
R3 122-114 122-045 121-166
R2 121-254 121-254 121-150
R1 121-185 121-185 121-134 121-220
PP 121-074 121-074 121-074 121-091
S1 121-005 121-005 121-100 121-040
S2 120-214 120-214 121-084
S3 120-034 120-145 121-068
S4 119-174 119-285 121-018
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 123-091 123-004 121-269
R3 122-213 122-126 121-214
R2 122-015 122-015 121-196
R1 121-248 121-248 121-178 121-192
PP 121-137 121-137 121-137 121-110
S1 121-050 121-050 121-142 120-314
S2 120-259 120-259 121-124
S3 120-061 120-172 121-106
S4 119-183 119-294 121-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-177 120-282 0-215 0.6% 0-096 0.2% 72% False True 514,385
10 121-225 120-282 0-263 0.7% 0-093 0.2% 59% False True 511,775
20 121-225 119-272 1-273 1.5% 0-127 0.3% 82% False False 542,461
40 122-310 119-272 3-038 2.6% 0-145 0.4% 49% False False 669,633
60 123-310 119-272 4-038 3.4% 0-130 0.3% 37% False False 561,462
80 124-150 119-272 4-198 3.8% 0-103 0.3% 33% False False 421,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 123-267
2.618 122-293
1.618 122-113
1.000 122-002
0.618 121-253
HIGH 121-142
0.618 121-073
0.500 121-052
0.382 121-031
LOW 120-282
0.618 120-171
1.000 120-102
1.618 119-311
2.618 119-131
4.250 118-157
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 121-095 121-101
PP 121-074 121-085
S1 121-052 121-070

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

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