ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 120-177 120-097 -0-080 -0.2% 120-095
High 120-205 120-135 -0-070 -0.2% 120-260
Low 120-125 119-300 -0-145 -0.4% 120-067
Close 120-182 120-075 -0-107 -0.3% 120-182
Range 0-080 0-155 0-075 93.8% 0-193
ATR 0-121 0-127 0-006 4.7% 0-000
Volume 228,726 161,258 -67,468 -29.5% 4,378,131
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-208 121-137 120-160
R3 121-053 120-302 120-118
R2 120-218 120-218 120-103
R1 120-147 120-147 120-089 120-105
PP 120-063 120-063 120-063 120-042
S1 119-312 119-312 120-061 119-270
S2 119-228 119-228 120-047
S3 119-073 119-157 120-032
S4 118-238 119-002 119-310
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
5 120-260 119-300 0-280 0.7% 0-123 0.3% 34% False True 729,760
10 120-260 119-262 0-318 0.8% 0-126 0.3% 42% False False 763,050
20 121-207 119-262 1-265 1.5% 0-110 0.3% 23% False False 626,868
40 121-225 119-262 1-283 1.6% 0-112 0.3% 22% False False 585,372
60 122-225 119-262 2-283 2.4% 0-134 0.3% 14% False False 645,797
80 123-280 119-262 4-018 3.4% 0-131 0.3% 10% False False 601,599
100 124-150 119-262 4-208 3.9% 0-109 0.3% 9% False False 481,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-154
2.618 121-221
1.618 121-066
1.000 120-290
0.618 120-231
HIGH 120-135
0.618 120-076
0.500 120-058
0.382 120-039
LOW 119-300
0.618 119-204
1.000 119-145
1.618 119-049
2.618 118-214
4.250 117-281
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 120-069 120-092
PP 120-063 120-087
S1 120-058 120-081

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

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