ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 25-Jul-2013
Day Change Summary
Previous Current
24-Jul-2013 25-Jul-2013 Change Change % Previous Week
Open 120-200 120-130 -0-070 -0.2% 120-030
High 120-250 120-130 -0-120 -0.3% 120-250
Low 120-130 120-080 -0-050 -0.1% 120-030
Close 120-130 120-110 -0-020 -0.1% 120-240
Range 0-120 0-050 -0-070 -58.3% 0-220
ATR 0-087 0-084 -0-003 -3.0% 0-000
Volume 1,504 7,905 6,401 425.6% 1,623
Daily Pivots for day following 25-Jul-2013
Classic Woodie Camarilla DeMark
R4 120-257 120-233 120-138
R3 120-207 120-183 120-124
R2 120-157 120-157 120-119
R1 120-133 120-133 120-115 120-120
PP 120-107 120-107 120-107 120-100
S1 120-083 120-083 120-105 120-070
S2 120-057 120-057 120-101
S3 120-007 120-033 120-096
S4 119-277 119-303 120-082
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
5 120-250 120-080 0-170 0.4% 0-044 0.1% 18% False True 2,138
10 120-250 120-010 0-240 0.6% 0-047 0.1% 42% False False 1,242
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-022
2.618 120-261
1.618 120-211
1.000 120-180
0.618 120-161
HIGH 120-130
0.618 120-111
0.500 120-105
0.382 120-099
LOW 120-080
0.618 120-049
1.000 120-030
1.618 119-319
2.618 119-269
4.250 119-188
Fisher Pivots for day following 25-Jul-2013
Pivot 1 day 3 day
R1 120-108 120-165
PP 120-107 120-147
S1 120-105 120-128

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

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