ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 120-207 120-140 -0-067 -0.2% 121-167
High 120-207 120-242 0-035 0.1% 121-207
Low 120-112 120-140 0-028 0.1% 120-125
Close 120-135 120-227 0-092 0.2% 120-192
Range 0-095 0-102 0-007 7.4% 1-082
ATR 0-118 0-117 -0-001 -0.7% 0-000
Volume 531,079 564,248 33,169 6.2% 2,747,156
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-189 121-150 120-283
R3 121-087 121-048 120-255
R2 120-305 120-305 120-246
R1 120-266 120-266 120-236 120-286
PP 120-203 120-203 120-203 120-213
S1 120-164 120-164 120-218 120-184
S2 120-101 120-101 120-208
S3 119-319 120-062 120-199
S4 119-217 119-280 120-171
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 124-207 123-282 121-093
R3 123-125 122-200 120-303
R2 122-043 122-043 120-266
R1 121-118 121-118 120-229 121-040
PP 120-281 120-281 120-281 120-242
S1 120-036 120-036 120-155 119-278
S2 119-199 119-199 120-118
S3 118-117 118-274 120-081
S4 117-035 117-192 119-291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-042 120-112 0-250 0.6% 0-117 0.3% 46% False False 574,805
10 121-207 120-112 1-095 1.1% 0-097 0.3% 28% False False 505,173
20 121-207 120-112 1-095 1.1% 0-109 0.3% 28% False False 534,850
40 121-225 119-272 1-273 1.5% 0-125 0.3% 46% False False 560,150
60 123-060 119-272 3-108 2.8% 0-138 0.4% 26% False False 670,622
80 124-150 119-272 4-198 3.8% 0-120 0.3% 19% False False 513,849
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 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-036
2.618 121-189
1.618 121-087
1.000 121-024
0.618 120-305
HIGH 120-242
0.618 120-203
0.500 120-191
0.382 120-179
LOW 120-140
0.618 120-077
1.000 120-038
1.618 119-295
2.618 119-193
4.250 119-026
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 120-215 120-214
PP 120-203 120-202
S1 120-191 120-190

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

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