ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 120-097 120-060 -0-037 -0.1% 120-095
High 120-135 120-080 -0-055 -0.1% 120-260
Low 119-300 119-265 -0-035 -0.1% 120-067
Close 120-075 119-280 -0-115 -0.3% 120-182
Range 0-155 0-135 -0-020 -12.9% 0-193
ATR 0-127 0-128 0-001 0.4% 0-000
Volume 161,258 57,690 -103,568 -64.2% 4,378,131
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-080 120-315 120-034
R3 120-265 120-180 119-317
R2 120-130 120-130 119-305
R1 120-045 120-045 119-292 120-020
PP 119-315 119-315 119-315 119-302
S1 119-230 119-230 119-268 119-205
S2 119-180 119-180 119-255
S3 119-045 119-095 119-243
S4 118-230 118-280 119-206
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
5 120-245 119-265 0-300 0.8% 0-122 0.3% 5% False True 517,453
10 120-260 119-262 0-318 0.8% 0-130 0.3% 6% False False 712,394
20 121-207 119-262 1-265 1.5% 0-114 0.3% 3% False False 608,783
40 121-225 119-262 1-283 1.6% 0-113 0.3% 3% False False 575,302
60 122-225 119-262 2-283 2.4% 0-135 0.4% 2% False False 633,440
80 123-250 119-262 3-308 3.3% 0-131 0.3% 1% False False 602,303
100 124-150 119-262 4-208 3.9% 0-110 0.3% 1% False False 482,518
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-014
2.618 121-113
1.618 120-298
1.000 120-215
0.618 120-163
HIGH 120-080
0.618 120-028
0.500 120-012
0.382 119-317
LOW 119-265
0.618 119-182
1.000 119-130
1.618 119-047
2.618 118-232
4.250 118-011
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 120-012 120-075
PP 119-315 120-037
S1 119-298 119-318

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

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