ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 120-090 120-020 -0-070 -0.2% 120-207
High 120-092 120-122 0-030 0.1% 120-242
Low 119-300 119-262 -0-038 -0.1% 119-262
Close 120-005 120-080 0-075 0.2% 120-080
Range 0-112 0-180 0-068 60.7% 0-300
ATR 0-122 0-126 0-004 3.4% 0-000
Volume 786,345 1,025,695 239,350 30.4% 3,622,191
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-268 121-194 120-179
R3 121-088 121-014 120-130
R2 120-228 120-228 120-113
R1 120-154 120-154 120-096 120-191
PP 120-048 120-048 120-048 120-066
S1 119-294 119-294 120-064 120-011
S2 119-188 119-188 120-047
S3 119-008 119-114 120-030
S4 118-148 118-254 119-301
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 123-028 122-194 120-245
R3 122-048 121-214 120-162
R2 121-068 121-068 120-135
R1 120-234 120-234 120-108 120-161
PP 120-088 120-088 120-088 120-052
S1 119-254 119-254 120-052 119-181
S2 119-108 119-108 120-025
S3 118-128 118-274 119-318
S4 117-148 117-294 119-235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-242 119-262 0-300 0.8% 0-130 0.3% 46% False True 724,438
10 121-207 119-262 1-265 1.5% 0-127 0.3% 24% False True 636,934
20 121-207 119-262 1-265 1.5% 0-116 0.3% 24% False True 573,776
40 121-225 119-262 1-283 1.6% 0-123 0.3% 23% False True 561,163
60 122-310 119-262 3-048 2.6% 0-137 0.4% 14% False True 660,254
80 124-150 119-262 4-208 3.9% 0-125 0.3% 9% False True 545,325
100 124-150 119-262 4-208 3.9% 0-103 0.3% 9% False True 436,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-247
2.618 121-273
1.618 121-093
1.000 120-302
0.618 120-233
HIGH 120-122
0.618 120-053
0.500 120-032
0.382 120-011
LOW 119-262
0.618 119-151
1.000 119-082
1.618 118-291
2.618 118-111
4.250 117-137
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 120-064 120-090
PP 120-048 120-086
S1 120-032 120-083

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

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