ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 120-192 120-137 -0-055 -0.1% 119-237
High 120-310 120-200 -0-110 -0.3% 120-092
Low 120-142 120-127 -0-015 0.0% 119-235
Close 120-147 120-177 0-030 0.1% 120-030
Range 0-168 0-073 -0-095 -56.5% 0-177
ATR 0-138 0-134 -0-005 -3.4% 0-000
Volume 8,281 4,225 -4,056 -49.0% 74,921
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-067 121-035 120-217
R3 120-314 120-282 120-197
R2 120-241 120-241 120-190
R1 120-209 120-209 120-184 120-225
PP 120-168 120-168 120-168 120-176
S1 120-136 120-136 120-170 120-152
S2 120-095 120-095 120-164
S3 120-022 120-063 120-157
S4 119-269 119-310 120-137
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-223 121-144 120-127
R3 121-046 120-287 120-079
R2 120-189 120-189 120-062
R1 120-110 120-110 120-046 120-150
PP 120-012 120-012 120-012 120-032
S1 119-253 119-253 120-014 119-292
S2 119-155 119-155 119-318
S3 118-298 119-076 119-301
S4 118-121 118-219 119-253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-310 119-240 1-070 1.0% 0-105 0.3% 66% False False 8,961
10 120-310 119-092 1-218 1.4% 0-126 0.3% 75% False False 21,848
20 120-310 119-092 1-218 1.4% 0-126 0.3% 75% False False 392,449
40 121-207 119-092 2-115 2.0% 0-117 0.3% 54% False False 460,883
60 121-225 119-092 2-133 2.0% 0-128 0.3% 52% False False 511,748
80 123-087 119-092 3-315 3.3% 0-134 0.3% 32% False False 596,636
100 124-150 119-092 5-058 4.3% 0-121 0.3% 24% False False 483,971
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 True
Bull Hook False
Stretch 0-015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-190
2.618 121-071
1.618 120-318
1.000 120-273
0.618 120-245
HIGH 120-200
0.618 120-172
0.500 120-164
0.382 120-155
LOW 120-127
0.618 120-082
1.000 120-054
1.618 120-009
2.618 119-256
4.250 119-137
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 120-172 120-161
PP 120-168 120-145
S1 120-164 120-128

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

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