ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 121-000 121-010 0-010 0.0% 121-167
High 121-042 121-027 -0-015 0.0% 121-192
Low 120-302 120-162 -0-140 -0.4% 121-097
Close 121-012 120-260 -0-072 -0.2% 121-170
Range 0-060 0-185 0-125 208.3% 0-095
ATR 0-113 0-118 0-005 4.6% 0-000
Volume 385,502 805,302 419,800 108.9% 2,033,759
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 122-171 122-081 121-042
R3 121-306 121-216 120-311
R2 121-121 121-121 120-294
R1 121-031 121-031 120-277 120-304
PP 120-256 120-256 120-256 120-233
S1 120-166 120-166 120-243 120-118
S2 120-071 120-071 120-226
S3 119-206 119-301 120-209
S4 119-021 119-116 120-158
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
5 121-207 120-162 1-045 0.9% 0-105 0.3% 27% False True 498,908
10 121-207 120-162 1-045 0.9% 0-104 0.3% 27% False True 499,478
20 121-225 120-162 1-063 1.0% 0-103 0.3% 26% False True 510,941
40 121-225 119-272 1-273 1.5% 0-134 0.3% 52% False False 596,085
60 123-227 119-272 3-275 3.2% 0-138 0.4% 25% False False 652,940
80 124-150 119-272 4-198 3.8% 0-117 0.3% 21% False False 492,896
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 0-020
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 123-173
2.618 122-191
1.618 122-006
1.000 121-212
0.618 121-141
HIGH 121-027
0.618 120-276
0.500 120-254
0.382 120-233
LOW 120-162
0.618 120-048
1.000 119-297
1.618 119-183
2.618 118-318
4.250 118-016
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 120-258 120-307
PP 120-256 120-291
S1 120-254 120-276

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

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