ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 120-095 120-145 0-050 0.1% 120-207
High 120-160 120-260 0-100 0.3% 120-242
Low 120-067 120-117 0-050 0.1% 119-262
Close 120-125 120-230 0-105 0.3% 120-080
Range 0-093 0-143 0-050 53.8% 0-300
ATR 0-124 0-125 0-001 1.1% 0-000
Volume 890,589 1,119,225 228,636 25.7% 3,622,191
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-311 121-254 120-309
R3 121-168 121-111 120-269
R2 121-025 121-025 120-256
R1 120-288 120-288 120-243 120-316
PP 120-202 120-202 120-202 120-217
S1 120-145 120-145 120-217 120-174
S2 120-059 120-059 120-204
S3 119-236 120-002 120-191
S4 119-093 119-179 120-151
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
5 120-260 119-262 0-318 0.8% 0-138 0.4% 91% True False 907,335
10 121-042 119-262 1-100 1.1% 0-127 0.3% 69% False False 741,070
20 121-207 119-262 1-265 1.5% 0-122 0.3% 49% False False 636,884
40 121-225 119-262 1-283 1.6% 0-121 0.3% 48% False False 580,028
60 122-310 119-262 3-048 2.6% 0-135 0.4% 29% False False 655,121
80 124-010 119-262 4-068 3.5% 0-126 0.3% 21% False False 570,225
100 124-150 119-262 4-208 3.9% 0-105 0.3% 19% False False 456,672
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 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-228
2.618 121-314
1.618 121-171
1.000 121-083
0.618 121-028
HIGH 120-260
0.618 120-205
0.500 120-188
0.382 120-172
LOW 120-117
0.618 120-029
1.000 119-294
1.618 119-206
2.618 119-063
4.250 118-149
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 120-216 120-187
PP 120-202 120-144
S1 120-188 120-101

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

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