ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 120-220 120-170 -0-050 -0.1% 120-220
High 120-250 120-170 -0-080 -0.2% 120-230
Low 120-200 120-020 -0-180 -0.5% 120-160
Close 120-200 120-040 -0-160 -0.4% 120-220
Range 0-050 0-150 0-100 200.0% 0-070
ATR 0-079 0-086 0-007 9.1% 0-000
Volume 302 1,146 844 279.5% 8,292
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-207 121-113 120-122
R3 121-057 120-283 120-081
R2 120-227 120-227 120-068
R1 120-133 120-133 120-054 120-105
PP 120-077 120-077 120-077 120-062
S1 119-303 119-303 120-026 119-275
S2 119-247 119-247 120-012
S3 119-097 119-153 119-319
S4 118-267 119-003 119-278
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
5 120-250 120-020 0-230 0.6% 0-044 0.1% 9% False True 1,406
10 120-250 119-280 0-290 0.8% 0-083 0.2% 28% False False 1,320
20 120-250 119-280 0-290 0.8% 0-060 0.2% 28% False False 1,337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-168
2.618 121-243
1.618 121-093
1.000 121-000
0.618 120-263
HIGH 120-170
0.618 120-113
0.500 120-095
0.382 120-077
LOW 120-020
0.618 119-247
1.000 119-190
1.618 119-097
2.618 118-267
4.250 118-022
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 120-095 120-135
PP 120-077 120-103
S1 120-058 120-072

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

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