ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 120-232 120-175 -0-057 -0.1% 120-207
High 120-245 120-205 -0-040 -0.1% 120-242
Low 120-132 120-080 -0-052 -0.1% 119-262
Close 120-155 120-192 0-037 0.1% 120-080
Range 0-113 0-125 0-012 10.6% 0-300
ATR 0-125 0-125 0-000 0.0% 0-000
Volume 1,249,511 890,080 -359,431 -28.8% 3,622,191
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-214 121-168 120-261
R3 121-089 121-043 120-226
R2 120-284 120-284 120-215
R1 120-238 120-238 120-203 120-261
PP 120-159 120-159 120-159 120-170
S1 120-113 120-113 120-181 120-136
S2 120-034 120-034 120-169
S3 119-229 119-308 120-158
S4 119-104 119-183 120-123
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% 0-131 0.3% 79% False False 1,035,020
10 120-267 119-262 1-005 0.8% 0-127 0.3% 77% False False 835,949
20 121-207 119-262 1-265 1.5% 0-115 0.3% 43% False False 667,713
40 121-225 119-262 1-283 1.6% 0-121 0.3% 41% False False 611,843
60 122-310 119-262 3-048 2.6% 0-136 0.4% 25% False False 668,487
80 123-310 119-262 4-048 3.4% 0-129 0.3% 19% False False 596,774
100 124-150 119-262 4-208 3.9% 0-107 0.3% 17% False False 478,055
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 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-096
2.618 121-212
1.618 121-087
1.000 121-010
0.618 120-282
HIGH 120-205
0.618 120-157
0.500 120-142
0.382 120-128
LOW 120-080
0.618 120-003
1.000 119-275
1.618 119-198
2.618 119-073
4.250 118-189
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 120-176 120-185
PP 120-159 120-177
S1 120-142 120-170

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

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