ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 120-090 120-250 0-160 0.4% 119-200
High 120-120 120-250 0-130 0.3% 120-140
Low 120-090 120-210 0-120 0.3% 119-190
Close 120-120 120-210 0-090 0.2% 120-010
Range 0-030 0-040 0-010 33.3% 0-270
ATR
Volume 73 5 -68 -93.2% 2,740
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 121-023 120-317 120-232
R3 120-303 120-277 120-221
R2 120-263 120-263 120-217
R1 120-237 120-237 120-214 120-230
PP 120-223 120-223 120-223 120-220
S1 120-197 120-197 120-206 120-190
S2 120-183 120-183 120-203
S3 120-143 120-157 120-199
S4 120-103 120-117 120-188
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-177 122-043 120-158
R3 121-227 121-093 120-084
R2 120-277 120-277 120-060
R1 120-143 120-143 120-035 120-210
PP 120-007 120-007 120-007 120-040
S1 119-193 119-193 119-305 119-260
S2 119-057 119-057 119-280
S3 118-107 118-243 119-256
S4 117-157 117-293 119-182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-250 120-010 0-240 0.6% 0-058 0.2% 83% True False 501
10 120-250 119-040 1-210 1.4% 0-035 0.1% 92% True False 345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-100
2.618 121-035
1.618 120-315
1.000 120-290
0.618 120-275
HIGH 120-250
0.618 120-235
0.500 120-230
0.382 120-225
LOW 120-210
0.618 120-185
1.000 120-170
1.618 120-145
2.618 120-105
4.250 120-040
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 120-230 120-187
PP 120-223 120-163
S1 120-217 120-140

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

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