ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 120-100 119-300 -0-120 -0.3% 120-220
High 120-100 120-230 0-130 0.3% 120-230
Low 119-300 119-280 -0-020 -0.1% 119-280
Close 119-300 120-230 0-250 0.7% 120-230
Range 0-120 0-270 0-150 125.0% 0-270
ATR 0-092 0-104 0-013 13.9% 0-000
Volume 1,518 880 -638 -42.0% 4,974
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 122-310 122-220 121-058
R3 122-040 121-270 120-304
R2 121-090 121-090 120-280
R1 121-000 121-000 120-255 121-045
PP 120-140 120-140 120-140 120-162
S1 120-050 120-050 120-205 120-095
S2 119-190 119-190 120-180
S3 118-240 119-100 120-156
S4 117-290 118-150 120-082
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 122-310 122-220 121-058
R3 122-040 121-270 120-304
R2 121-090 121-090 120-280
R1 121-000 121-000 120-255 121-045
PP 120-140 120-140 120-140 120-162
S1 120-050 120-050 120-205 120-095
S2 119-190 119-190 120-180
S3 118-240 119-100 120-156
S4 117-290 118-150 120-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-230 119-280 0-270 0.7% 0-126 0.3% 100% True True 994
10 120-250 119-280 0-290 0.8% 0-086 0.2% 93% False True 1,600
20 120-250 119-190 1-060 1.0% 0-060 0.2% 95% False False 1,018
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 0-010
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 124-098
2.618 122-297
1.618 122-027
1.000 121-180
0.618 121-077
HIGH 120-230
0.618 120-127
0.500 120-095
0.382 120-063
LOW 119-280
0.618 119-113
1.000 119-010
1.618 118-163
2.618 117-213
4.250 116-092
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 120-185 120-185
PP 120-140 120-140
S1 120-095 120-095

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

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