ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 120-175 120-177 0-002 0.0% 120-095
High 120-205 120-205 0-000 0.0% 120-260
Low 120-080 120-125 0-045 0.1% 120-067
Close 120-192 120-182 -0-010 0.0% 120-182
Range 0-125 0-080 -0-045 -36.0% 0-193
ATR 0-125 0-121 -0-003 -2.6% 0-000
Volume 890,080 228,726 -661,354 -74.3% 4,378,131
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-091 121-056 120-226
R3 121-011 120-296 120-204
R2 120-251 120-251 120-197
R1 120-216 120-216 120-189 120-234
PP 120-171 120-171 120-171 120-179
S1 120-136 120-136 120-175 120-154
S2 120-091 120-091 120-167
S3 120-011 120-056 120-160
S4 119-251 119-296 120-138
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 122-109 122-018 120-288
R3 121-236 121-145 120-235
R2 121-043 121-043 120-217
R1 120-272 120-272 120-200 120-318
PP 120-170 120-170 120-170 120-192
S1 120-079 120-079 120-164 120-124
S2 119-297 119-297 120-147
S3 119-104 119-206 120-129
S4 118-231 119-013 120-076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-260 120-067 0-193 0.5% 0-111 0.3% 60% False False 875,626
10 120-260 119-262 0-318 0.8% 0-120 0.3% 75% False False 800,032
20 121-207 119-262 1-265 1.5% 0-106 0.3% 41% False False 639,061
40 121-225 119-262 1-283 1.6% 0-113 0.3% 40% False False 594,451
60 122-250 119-262 2-308 2.5% 0-135 0.3% 25% False False 658,352
80 123-310 119-262 4-048 3.4% 0-129 0.3% 18% False False 599,621
100 124-150 119-262 4-208 3.9% 0-107 0.3% 16% False False 480,333
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 0-022
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 121-225
2.618 121-094
1.618 121-014
1.000 120-285
0.618 120-254
HIGH 120-205
0.618 120-174
0.500 120-165
0.382 120-156
LOW 120-125
0.618 120-076
1.000 120-045
1.618 119-316
2.618 119-236
4.250 119-105
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 120-176 120-176
PP 120-171 120-169
S1 120-165 120-162

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

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