ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 119-237 119-295 0-058 0.2% 120-097
High 120-032 119-295 -0-057 -0.1% 120-135
Low 119-235 119-242 0-007 0.0% 119-092
Close 120-022 119-260 -0-082 -0.2% 119-235
Range 0-117 0-053 -0-064 -54.7% 1-043
ATR 0-139 0-136 -0-003 -2.0% 0-000
Volume 20,271 22,347 2,076 10.2% 292,314
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 120-105 120-075 119-289
R3 120-052 120-022 119-275
R2 119-319 119-319 119-270
R1 119-289 119-289 119-265 119-278
PP 119-266 119-266 119-266 119-260
S1 119-236 119-236 119-255 119-224
S2 119-213 119-213 119-250
S3 119-160 119-183 119-245
S4 119-107 119-130 119-231
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
5 120-080 119-092 0-308 0.8% 0-147 0.4% 55% False False 34,734
10 120-260 119-092 1-168 1.3% 0-135 0.4% 34% False False 382,247
20 121-132 119-092 2-040 1.8% 0-132 0.3% 25% False False 536,023
40 121-225 119-092 2-133 2.0% 0-116 0.3% 22% False False 521,094
60 122-225 119-092 3-133 2.9% 0-136 0.4% 15% False False 579,770
80 123-240 119-092 4-148 3.7% 0-135 0.4% 12% False False 603,068
100 124-150 119-092 5-058 4.3% 0-116 0.3% 10% False False 483,582
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 120-200
2.618 120-114
1.618 120-061
1.000 120-028
0.618 120-008
HIGH 119-295
0.618 119-275
0.500 119-268
0.382 119-262
LOW 119-242
0.618 119-209
1.000 119-189
1.618 119-156
2.618 119-103
4.250 119-017
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 119-268 119-250
PP 119-266 119-239
S1 119-263 119-228

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

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