ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 120-220 120-220 0-000 0.0% 120-220
High 120-220 120-230 0-010 0.0% 120-230
Low 120-220 120-210 -0-010 0.0% 120-160
Close 120-220 120-220 0-000 0.0% 120-220
Range 0-000 0-020 0-020 0-070
ATR 0-086 0-082 -0-005 -5.5% 0-000
Volume 1,517 746 -771 -50.8% 8,292
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 120-280 120-270 120-231
R3 120-260 120-250 120-226
R2 120-240 120-240 120-224
R1 120-230 120-230 120-222 120-230
PP 120-220 120-220 120-220 120-220
S1 120-210 120-210 120-218 120-210
S2 120-200 120-200 120-216
S3 120-180 120-190 120-214
S4 120-160 120-170 120-209
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-093 121-067 120-258
R3 121-023 120-317 120-239
R2 120-273 120-273 120-233
R1 120-247 120-247 120-226 120-255
PP 120-203 120-203 120-203 120-208
S1 120-177 120-177 120-214 120-185
S2 120-133 120-133 120-207
S3 120-063 120-107 120-201
S4 119-313 120-037 120-182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-230 120-160 0-070 0.2% 0-020 0.1% 86% True False 1,658
10 120-230 119-280 0-270 0.7% 0-073 0.2% 96% True False 1,326
20 120-250 119-280 0-290 0.8% 0-054 0.1% 90% False False 1,296
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-315
2.618 120-282
1.618 120-262
1.000 120-250
0.618 120-242
HIGH 120-230
0.618 120-222
0.500 120-220
0.382 120-218
LOW 120-210
0.618 120-198
1.000 120-190
1.618 120-178
2.618 120-158
4.250 120-125
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 120-220 120-218
PP 120-220 120-217
S1 120-220 120-215

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

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