ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 121-115 121-125 0-010 0.0% 121-185
High 121-142 121-135 -0-007 0.0% 121-225
Low 120-282 120-270 -0-012 0.0% 121-027
Close 121-117 120-270 -0-167 -0.4% 121-160
Range 0-180 0-185 0-005 2.8% 0-198
ATR 0-128 0-132 0-004 3.2% 0-000
Volume 821,532 701,472 -120,060 -14.6% 2,623,614
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 122-247 122-123 121-052
R3 122-062 121-258 121-001
R2 121-197 121-197 120-304
R1 121-073 121-073 120-287 121-042
PP 121-012 121-012 121-012 120-316
S1 120-208 120-208 120-253 120-178
S2 120-147 120-147 120-236
S3 119-282 120-023 120-219
S4 119-097 119-158 120-168
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
5 121-177 120-270 0-227 0.6% 0-110 0.3% 0% False True 535,347
10 121-225 120-270 0-275 0.7% 0-102 0.3% 0% False True 522,404
20 121-225 119-272 1-273 1.5% 0-127 0.3% 54% False False 555,973
40 122-310 119-272 3-038 2.6% 0-147 0.4% 32% False False 668,875
60 123-310 119-272 4-038 3.4% 0-133 0.3% 24% False False 573,127
80 124-150 119-272 4-198 3.8% 0-105 0.3% 22% False False 430,640
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 0-022
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 123-281
2.618 122-299
1.618 122-114
1.000 122-000
0.618 121-249
HIGH 121-135
0.618 121-064
0.500 121-042
0.382 121-021
LOW 120-270
0.618 120-156
1.000 120-085
1.618 119-291
2.618 119-106
4.250 118-124
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 121-042 121-052
PP 121-012 121-018
S1 120-301 120-304

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

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