ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 120-240 120-230 -0-010 0.0% 120-030
High 120-240 120-240 0-000 0.0% 120-250
Low 120-240 120-230 -0-010 0.0% 120-030
Close 120-240 120-230 -0-010 0.0% 120-240
Range 0-000 0-010 0-010 0-220
ATR 0-000 0-088 0-088 0-000
Volume 503 503 0 0.0% 1,623
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 120-263 120-257 120-236
R3 120-253 120-247 120-233
R2 120-243 120-243 120-232
R1 120-237 120-237 120-231 120-235
PP 120-233 120-233 120-233 120-232
S1 120-227 120-227 120-229 120-225
S2 120-223 120-223 120-228
S3 120-213 120-217 120-227
S4 120-203 120-207 120-224
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-193 122-117 121-041
R3 121-293 121-217 120-300
R2 121-073 121-073 120-280
R1 120-317 120-317 120-260 121-035
PP 120-173 120-173 120-173 120-192
S1 120-097 120-097 120-220 120-135
S2 119-273 119-273 120-200
S3 119-053 119-197 120-180
S4 118-153 118-297 120-119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-250 120-090 0-160 0.4% 0-016 0.0% 88% False False 317
10 120-250 119-190 1-060 1.0% 0-034 0.1% 95% False False 446
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 3 trading days
Fibonacci Retracements and Extensions
4.250 120-282
2.618 120-266
1.618 120-256
1.000 120-250
0.618 120-246
HIGH 120-240
0.618 120-236
0.500 120-235
0.382 120-234
LOW 120-230
0.618 120-224
1.000 120-220
1.618 120-214
2.618 120-204
4.250 120-188
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 120-235 120-225
PP 120-233 120-220
S1 120-232 120-215

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

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