ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 120-020 120-095 0-075 0.2% 120-207
High 120-122 120-160 0-038 0.1% 120-242
Low 119-262 120-067 0-125 0.3% 119-262
Close 120-080 120-125 0-045 0.1% 120-080
Range 0-180 0-093 -0-087 -48.3% 0-300
ATR 0-126 0-124 -0-002 -1.9% 0-000
Volume 1,025,695 890,589 -135,106 -13.2% 3,622,191
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-076 121-034 120-176
R3 120-303 120-261 120-151
R2 120-210 120-210 120-142
R1 120-168 120-168 120-134 120-189
PP 120-117 120-117 120-117 120-128
S1 120-075 120-075 120-116 120-096
S2 120-024 120-024 120-108
S3 119-251 119-302 120-099
S4 119-158 119-209 120-074
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% 61% False False 796,340
10 121-132 119-262 1-190 1.3% 0-129 0.3% 36% False False 689,800
20 121-207 119-262 1-265 1.5% 0-117 0.3% 31% False False 600,227
40 121-225 119-262 1-283 1.6% 0-121 0.3% 30% False False 563,552
60 122-310 119-262 3-048 2.6% 0-136 0.4% 18% False False 652,451
80 124-130 119-262 4-188 3.8% 0-126 0.3% 12% False False 556,296
100 124-150 119-262 4-208 3.9% 0-104 0.3% 12% False False 445,489
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 121-235
2.618 121-083
1.618 120-310
1.000 120-253
0.618 120-217
HIGH 120-160
0.618 120-124
0.500 120-114
0.382 120-103
LOW 120-067
0.618 120-010
1.000 119-294
1.618 119-237
2.618 119-144
4.250 118-312
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 120-121 120-100
PP 120-117 120-076
S1 120-114 120-051

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

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