ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 121-132 121-120 -0-012 0.0% 121-145
High 121-150 121-175 0-025 0.1% 121-180
Low 121-097 121-117 0-020 0.1% 120-232
Close 121-125 121-152 0-027 0.1% 121-175
Range 0-053 0-058 0-005 9.4% 0-268
ATR 0-131 0-126 -0-005 -4.0% 0-000
Volume 419,382 402,601 -16,781 -4.0% 3,072,417
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 122-002 121-295 121-184
R3 121-264 121-237 121-168
R2 121-206 121-206 121-163
R1 121-179 121-179 121-157 121-192
PP 121-148 121-148 121-148 121-155
S1 121-121 121-121 121-147 121-134
S2 121-090 121-090 121-141
S3 121-032 121-063 121-136
S4 120-294 121-005 121-120
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 123-253 123-162 122-002
R3 122-305 122-214 121-249
R2 122-037 122-037 121-224
R1 121-266 121-266 121-200 121-312
PP 121-089 121-089 121-089 121-112
S1 120-318 120-318 121-150 121-044
S2 120-141 120-141 121-126
S3 119-193 120-050 121-101
S4 118-245 119-102 121-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-180 120-232 0-268 0.7% 0-129 0.3% 90% False False 546,069
10 121-180 120-232 0-268 0.7% 0-112 0.3% 90% False False 530,227
20 121-225 120-232 0-313 0.8% 0-109 0.3% 77% False False 530,830
40 122-225 119-272 2-273 2.3% 0-142 0.4% 57% False False 627,647
60 123-250 119-272 3-298 3.2% 0-137 0.4% 41% False False 606,641
80 124-150 119-272 4-198 3.8% 0-110 0.3% 35% False False 455,936
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 122-102
2.618 122-007
1.618 121-269
1.000 121-233
0.618 121-211
HIGH 121-175
0.618 121-153
0.500 121-146
0.382 121-139
LOW 121-117
0.618 121-081
1.000 121-059
1.618 121-023
2.618 120-285
4.250 120-190
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 121-150 121-147
PP 121-148 121-142
S1 121-146 121-137

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

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