ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 119-295 119-250 -0-045 -0.1% 120-097
High 119-295 120-035 0-060 0.2% 120-135
Low 119-242 119-240 -0-002 0.0% 119-092
Close 119-260 120-027 0-087 0.2% 119-235
Range 0-053 0-115 0-062 117.0% 1-043
ATR 0-136 0-134 -0-001 -1.1% 0-000
Volume 22,347 21,165 -1,182 -5.3% 292,314
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-019 120-298 120-090
R3 120-224 120-183 120-059
R2 120-109 120-109 120-048
R1 120-068 120-068 120-038 120-088
PP 119-314 119-314 119-314 120-004
S1 119-273 119-273 120-016 119-294
S2 119-199 119-199 120-006
S3 119-084 119-158 119-315
S4 118-289 119-043 119-284
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
5 120-035 119-092 0-263 0.7% 0-143 0.4% 97% True False 27,429
10 120-245 119-092 1-153 1.2% 0-132 0.3% 54% False False 272,441
20 121-042 119-092 1-270 1.5% 0-130 0.3% 43% False False 506,756
40 121-225 119-092 2-133 2.0% 0-117 0.3% 33% False False 509,658
60 122-182 119-092 3-090 2.7% 0-136 0.4% 24% False False 571,855
80 123-227 119-092 4-135 3.7% 0-135 0.4% 18% False False 603,145
100 124-150 119-092 5-058 4.3% 0-117 0.3% 15% False False 483,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-204
2.618 121-016
1.618 120-221
1.000 120-150
0.618 120-106
HIGH 120-035
0.618 119-311
0.500 119-298
0.382 119-284
LOW 119-240
0.618 119-169
1.000 119-125
1.618 119-054
2.618 118-259
4.250 118-071
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 120-010 120-010
PP 119-314 119-312
S1 119-298 119-295

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

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