ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 120-145 120-232 0-087 0.2% 120-207
High 120-260 120-245 -0-015 0.0% 120-242
Low 120-117 120-132 0-015 0.0% 119-262
Close 120-230 120-155 -0-075 -0.2% 120-080
Range 0-143 0-113 -0-030 -21.0% 0-300
ATR 0-125 0-125 -0-001 -0.7% 0-000
Volume 1,119,225 1,249,511 130,286 11.6% 3,622,191
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-196 121-129 120-217
R3 121-083 121-016 120-186
R2 120-290 120-290 120-176
R1 120-223 120-223 120-165 120-200
PP 120-177 120-177 120-177 120-166
S1 120-110 120-110 120-145 120-087
S2 120-064 120-064 120-134
S3 119-271 119-317 120-124
S4 119-158 119-204 120-093
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% 0-128 0.3% 67% False False 1,014,273
10 121-027 119-262 1-085 1.1% 0-133 0.3% 53% False False 827,471
20 121-207 119-262 1-265 1.5% 0-118 0.3% 36% False False 658,283
40 121-225 119-262 1-283 1.6% 0-122 0.3% 35% False False 600,372
60 122-310 119-262 3-048 2.6% 0-136 0.4% 21% False False 665,850
80 123-310 119-262 4-048 3.4% 0-127 0.3% 16% False False 585,667
100 124-150 119-262 4-208 3.9% 0-106 0.3% 14% False False 469,155
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-085
2.618 121-221
1.618 121-108
1.000 121-038
0.618 120-315
HIGH 120-245
0.618 120-202
0.500 120-188
0.382 120-175
LOW 120-132
0.618 120-062
1.000 120-019
1.618 119-269
2.618 119-156
4.250 118-292
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 120-188 120-164
PP 120-177 120-161
S1 120-166 120-158

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

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