ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 119-272 119-132 -0-140 -0.4% 120-097
High 119-275 120-032 0-077 0.2% 120-135
Low 119-092 119-105 0-013 0.0% 119-092
Close 119-125 119-235 0-110 0.3% 119-235
Range 0-183 0-247 0-064 35.0% 1-043
ATR 0-132 0-140 0-008 6.2% 0-000
Volume 54,254 19,112 -35,142 -64.8% 292,314
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 122-012 121-210 120-051
R3 121-085 120-283 119-303
R2 120-158 120-158 119-280
R1 120-036 120-036 119-258 120-097
PP 119-231 119-231 119-231 119-261
S1 119-109 119-109 119-212 119-170
S2 118-304 118-304 119-190
S3 118-057 118-182 119-167
S4 117-130 117-255 119-099
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 123-070 122-195 120-115
R3 122-027 121-152 120-015
R2 120-304 120-304 119-302
R1 120-109 120-109 119-268 120-025
PP 119-261 119-261 119-261 119-218
S1 119-066 119-066 119-202 118-302
S2 118-218 118-218 119-168
S3 117-175 118-023 119-135
S4 116-132 116-300 119-035
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% 0-160 0.4% 33% False False 104,208
10 120-260 119-092 1-168 1.3% 0-145 0.4% 29% False False 569,614
20 121-207 119-092 2-115 2.0% 0-130 0.3% 19% False False 568,753
40 121-225 119-092 2-133 2.0% 0-119 0.3% 18% False False 542,658
60 122-225 119-092 3-133 2.9% 0-137 0.4% 13% False False 604,351
80 123-250 119-092 4-158 3.8% 0-135 0.4% 10% False False 602,956
100 124-150 119-092 5-058 4.3% 0-114 0.3% 9% False False 483,191
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 0-029
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 123-122
2.618 122-039
1.618 121-112
1.000 120-279
0.618 120-185
HIGH 120-032
0.618 119-258
0.500 119-228
0.382 119-199
LOW 119-105
0.618 118-272
1.000 118-178
1.618 118-025
2.618 117-098
4.250 116-015
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 119-233 119-246
PP 119-231 119-242
S1 119-228 119-239

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

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