ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 120-200 120-220 0-020 0.1% 120-220
High 120-200 120-220 0-020 0.1% 120-230
Low 120-200 120-220 0-020 0.1% 119-280
Close 120-200 120-220 0-020 0.1% 120-230
Range
ATR 0-091 0-086 -0-005 -5.6% 0-000
Volume 3,320 1,517 -1,803 -54.3% 4,974
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 120-220 120-220 120-220
R3 120-220 120-220 120-220
R2 120-220 120-220 120-220
R1 120-220 120-220 120-220 120-220
PP 120-220 120-220 120-220 120-220
S1 120-220 120-220 120-220 120-220
S2 120-220 120-220 120-220
S3 120-220 120-220 120-220
S4 120-220 120-220 120-220
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% 0-070 0.2% 96% False False 1,685
10 120-230 119-280 0-270 0.7% 0-072 0.2% 96% False False 1,336
20 120-250 119-280 0-290 0.8% 0-060 0.2% 90% False False 1,289
Crabel Price Patterns
NR False
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 0-005
Fibonacci Retracements and Extensions
4.250 120-220
2.618 120-220
1.618 120-220
1.000 120-220
0.618 120-220
HIGH 120-220
0.618 120-220
0.500 120-220
0.382 120-220
LOW 120-220
0.618 120-220
1.000 120-220
1.618 120-220
2.618 120-220
4.250 120-220
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 120-220 120-210
PP 120-220 120-200
S1 120-220 120-190

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

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