ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 121-117 121-065 -0-052 -0.1% 120-192
High 121-117 121-080 -0-037 -0.1% 121-157
Low 121-042 121-065 0-023 0.1% 120-100
Close 121-065 121-065 0-000 0.0% 121-065
Range 0-075 0-015 -0-060 -80.0% 1-057
ATR 0-146 0-137 -0-009 -6.4% 0-000
Volume 20,426 820 -19,606 -96.0% 68,407
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-115 121-105 121-073
R3 121-100 121-090 121-069
R2 121-085 121-085 121-068
R1 121-075 121-075 121-066 121-072
PP 121-070 121-070 121-070 121-069
S1 121-060 121-060 121-064 121-058
S2 121-055 121-055 121-062
S3 121-040 121-045 121-061
S4 121-025 121-030 121-057
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 124-172 124-015 121-272
R3 123-115 122-278 121-169
R2 122-058 122-058 121-134
R1 121-221 121-221 121-100 121-300
PP 121-001 121-001 121-001 121-040
S1 120-164 120-164 121-030 120-242
S2 119-264 119-264 120-316
S3 118-207 119-107 120-281
S4 117-150 118-050 120-178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-157 120-100 1-057 1.0% 0-142 0.4% 76% False False 13,681
10 121-157 119-235 1-242 1.4% 0-116 0.3% 84% False False 14,332
20 121-157 119-092 2-065 1.8% 0-131 0.3% 87% False False 291,973
40 121-207 119-092 2-115 1.9% 0-120 0.3% 81% False False 417,384
60 121-225 119-092 2-133 2.0% 0-125 0.3% 79% False False 466,752
80 122-310 119-092 3-218 3.0% 0-135 0.3% 52% False False 566,544
100 124-150 119-092 5-058 4.3% 0-125 0.3% 37% False False 484,427
120 124-150 119-092 5-058 4.3% 0-106 0.3% 37% False False 403,935
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 0-016
Narrowest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 121-144
2.618 121-119
1.618 121-104
1.000 121-095
0.618 121-089
HIGH 121-080
0.618 121-074
0.500 121-072
0.382 121-071
LOW 121-065
0.618 121-056
1.000 121-050
1.618 121-041
2.618 121-026
4.250 121-001
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 121-072 121-033
PP 121-070 121-001
S1 121-068 120-288

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

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