ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 121-147 121-165 0-018 0.0% 121-167
High 121-192 121-185 -0-007 0.0% 121-192
Low 121-140 121-140 0-000 0.0% 121-097
Close 121-170 121-170 0-000 0.0% 121-170
Range 0-052 0-045 -0-007 -13.5% 0-095
ATR 0-120 0-115 -0-005 -4.5% 0-000
Volume 471,362 335,285 -136,077 -28.9% 2,033,759
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-300 121-280 121-195
R3 121-255 121-235 121-182
R2 121-210 121-210 121-178
R1 121-190 121-190 121-174 121-200
PP 121-165 121-165 121-165 121-170
S1 121-145 121-145 121-166 121-155
S2 121-120 121-120 121-162
S3 121-075 121-100 121-158
S4 121-030 121-055 121-145
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 122-118 122-079 121-222
R3 122-023 121-304 121-196
R2 121-248 121-248 121-187
R1 121-209 121-209 121-179 121-228
PP 121-153 121-153 121-153 121-163
S1 121-114 121-114 121-161 121-134
S2 121-058 121-058 121-153
S3 120-283 121-019 121-144
S4 120-188 120-244 121-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-192 121-097 0-095 0.2% 0-058 0.1% 77% False False 406,751
10 121-192 120-232 0-280 0.7% 0-104 0.3% 92% False False 510,617
20 121-225 120-232 0-313 0.8% 0-102 0.3% 82% False False 507,461
40 122-225 119-272 2-273 2.3% 0-138 0.4% 59% False False 610,128
60 123-250 119-272 3-298 3.2% 0-136 0.4% 43% False False 619,841
80 124-150 119-272 4-198 3.8% 0-111 0.3% 36% False False 465,971
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 122-056
2.618 121-303
1.618 121-258
1.000 121-230
0.618 121-213
HIGH 121-185
0.618 121-168
0.500 121-162
0.382 121-157
LOW 121-140
0.618 121-112
1.000 121-095
1.618 121-067
2.618 121-022
4.250 120-269
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 121-168 121-165
PP 121-165 121-160
S1 121-162 121-154

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

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