ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 121-130 121-000 -0-130 -0.3% 121-167
High 121-132 121-042 -0-090 -0.2% 121-192
Low 120-297 120-302 0-005 0.0% 121-097
Close 121-000 121-012 0-012 0.0% 121-170
Range 0-155 0-060 -0-095 -61.3% 0-095
ATR 0-117 0-113 -0-004 -3.5% 0-000
Volume 606,518 385,502 -221,016 -36.4% 2,033,759
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-192 121-162 121-045
R3 121-132 121-102 121-028
R2 121-072 121-072 121-023
R1 121-042 121-042 121-018 121-057
PP 121-012 121-012 121-012 121-020
S1 120-302 120-302 121-006 120-317
S2 120-272 120-272 121-001
S3 120-212 120-242 120-316
S4 120-152 120-182 120-299
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
5 121-207 120-297 0-230 0.6% 0-078 0.2% 15% False False 432,120
10 121-207 120-232 0-295 0.8% 0-104 0.3% 34% False False 489,095
20 121-225 120-232 0-313 0.8% 0-098 0.3% 32% False False 500,435
40 122-182 119-272 2-230 2.2% 0-139 0.4% 44% False False 600,112
60 123-227 119-272 3-275 3.2% 0-136 0.4% 31% False False 640,991
80 124-150 119-272 4-198 3.8% 0-114 0.3% 26% False False 482,846
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-297
2.618 121-199
1.618 121-139
1.000 121-102
0.618 121-079
HIGH 121-042
0.618 121-019
0.500 121-012
0.382 121-005
LOW 120-302
0.618 120-265
1.000 120-242
1.618 120-205
2.618 120-145
4.250 120-047
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 121-012 121-092
PP 121-012 121-065
S1 121-012 121-039

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

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