ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 120-060 119-272 -0-108 -0.3% 120-095
High 120-080 119-275 -0-125 -0.3% 120-260
Low 119-265 119-092 -0-173 -0.5% 120-067
Close 119-280 119-125 -0-155 -0.4% 120-182
Range 0-135 0-183 0-048 35.6% 0-193
ATR 0-128 0-132 0-004 3.4% 0-000
Volume 57,690 54,254 -3,436 -6.0% 4,378,131
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-073 120-282 119-226
R3 120-210 120-099 119-175
R2 120-027 120-027 119-159
R1 119-236 119-236 119-142 119-200
PP 119-164 119-164 119-164 119-146
S1 119-053 119-053 119-108 119-017
S2 118-301 118-301 119-091
S3 118-118 118-190 119-075
S4 117-255 118-007 119-024
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
5 120-205 119-092 1-113 1.1% 0-136 0.4% 8% False True 278,401
10 120-260 119-092 1-168 1.3% 0-132 0.3% 7% False True 646,337
20 121-207 119-092 2-115 2.0% 0-120 0.3% 4% False True 591,366
40 121-225 119-092 2-133 2.0% 0-115 0.3% 4% False True 561,098
60 122-225 119-092 3-133 2.9% 0-135 0.4% 3% False True 615,554
80 123-250 119-092 4-158 3.8% 0-133 0.3% 2% False True 602,822
100 124-150 119-092 5-058 4.3% 0-112 0.3% 2% False True 483,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 122-093
2.618 121-114
1.618 120-251
1.000 120-138
0.618 120-068
HIGH 119-275
0.618 119-205
0.500 119-184
0.382 119-162
LOW 119-092
0.618 118-299
1.000 118-229
1.618 118-116
2.618 117-253
4.250 116-274
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 119-184 119-274
PP 119-164 119-224
S1 119-144 119-174

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

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