ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 120-220 120-220 0-000 0.0% 120-220
High 120-230 120-250 0-020 0.1% 120-230
Low 120-210 120-200 -0-010 0.0% 120-160
Close 120-220 120-200 -0-020 -0.1% 120-220
Range 0-020 0-050 0-030 150.0% 0-070
ATR 0-082 0-079 -0-002 -2.8% 0-000
Volume 746 302 -444 -59.5% 8,292
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-047 121-013 120-228
R3 120-317 120-283 120-214
R2 120-267 120-267 120-209
R1 120-233 120-233 120-205 120-225
PP 120-217 120-217 120-217 120-212
S1 120-183 120-183 120-195 120-175
S2 120-167 120-167 120-191
S3 120-117 120-133 120-186
S4 120-067 120-083 120-172
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
5 120-250 120-160 0-090 0.2% 0-020 0.1% 44% True False 1,301
10 120-250 119-280 0-290 0.8% 0-073 0.2% 83% True False 1,321
20 120-250 119-280 0-290 0.8% 0-054 0.1% 83% True False 1,284
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-142
2.618 121-061
1.618 121-011
1.000 120-300
0.618 120-281
HIGH 120-250
0.618 120-231
0.500 120-225
0.382 120-219
LOW 120-200
0.618 120-169
1.000 120-150
1.618 120-119
2.618 120-069
4.250 119-308
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 120-225 120-225
PP 120-217 120-217
S1 120-208 120-208

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

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