ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 120-200 120-200 0-000 0.0% 120-030
High 120-230 120-250 0-020 0.1% 120-250
Low 120-190 120-130 -0-060 -0.2% 120-030
Close 120-220 120-130 -0-090 -0.2% 120-240
Range 0-040 0-120 0-080 200.0% 0-220
ATR 0-084 0-087 0-003 3.0% 0-000
Volume 278 1,504 1,226 441.0% 1,623
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 121-210 121-130 120-196
R3 121-090 121-010 120-163
R2 120-290 120-290 120-152
R1 120-210 120-210 120-141 120-190
PP 120-170 120-170 120-170 120-160
S1 120-090 120-090 120-119 120-070
S2 120-050 120-050 120-108
S3 119-250 119-290 120-097
S4 119-130 119-170 120-064
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
5 120-250 120-130 0-120 0.3% 0-034 0.1% 0% True True 658
10 120-250 120-010 0-240 0.6% 0-046 0.1% 50% True False 579
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 0-007
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 122-120
2.618 121-244
1.618 121-124
1.000 121-050
0.618 121-004
HIGH 120-250
0.618 120-204
0.500 120-190
0.382 120-176
LOW 120-130
0.618 120-056
1.000 120-010
1.618 119-256
2.618 119-136
4.250 118-260
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 120-190 120-190
PP 120-170 120-170
S1 120-150 120-150

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

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