ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 120-137 120-165 0-028 0.1% 119-237
High 120-200 121-157 0-277 0.7% 120-092
Low 120-127 120-100 -0-027 -0.1% 119-235
Close 120-177 121-120 0-263 0.7% 120-030
Range 0-073 1-057 0-304 416.4% 0-177
ATR 0-134 0-151 0-017 13.0% 0-000
Volume 4,225 34,655 30,430 720.2% 74,921
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 124-190 124-052 122-007
R3 123-133 122-315 121-224
R2 122-076 122-076 121-189
R1 121-258 121-258 121-155 122-007
PP 121-019 121-019 121-019 121-054
S1 120-201 120-201 121-085 120-270
S2 119-282 119-282 121-051
S3 118-225 119-144 121-016
S4 117-168 118-087 120-233
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
5 121-157 119-267 1-210 1.4% 0-158 0.4% 93% True False 11,659
10 121-157 119-092 2-065 1.8% 0-150 0.4% 95% True False 19,544
20 121-157 119-092 2-065 1.8% 0-140 0.4% 95% True False 365,969
40 121-207 119-092 2-115 1.9% 0-124 0.3% 88% False False 450,410
60 121-225 119-092 2-133 2.0% 0-130 0.3% 86% False False 495,423
80 123-060 119-092 3-288 3.2% 0-138 0.4% 54% False False 594,459
100 124-150 119-092 5-058 4.3% 0-124 0.3% 40% False False 484,273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 126-159
2.618 124-184
1.618 123-127
1.000 122-214
0.618 122-070
HIGH 121-157
0.618 121-013
0.500 120-288
0.382 120-244
LOW 120-100
0.618 119-187
1.000 119-043
1.618 118-130
2.618 117-073
4.250 115-098
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 121-070 121-070
PP 121-019 121-019
S1 120-288 120-288

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

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