ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 120-060 119-280 -0-100 -0.3% 120-220
High 120-060 119-290 -0-090 -0.2% 120-250
Low 119-200 119-150 -0-050 -0.1% 119-150
Close 119-290 119-220 -0-070 -0.2% 119-220
Range 0-180 0-140 -0-040 -22.2% 1-100
ATR 0-090 0-094 0-004 4.0% 0-000
Volume 3,760 14,806 11,046 293.8% 28,079
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-000 120-250 119-297
R3 120-180 120-110 119-258
R2 120-040 120-040 119-246
R1 119-290 119-290 119-233 119-255
PP 119-220 119-220 119-220 119-202
S1 119-150 119-150 119-207 119-115
S2 119-080 119-080 119-194
S3 118-260 119-010 119-182
S4 118-120 118-190 119-143
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 123-293 123-037 120-131
R3 122-193 121-257 120-016
R2 121-093 121-093 119-297
R1 120-157 120-157 119-258 120-075
PP 119-313 119-313 119-313 119-272
S1 119-057 119-057 119-182 118-295
S2 118-213 118-213 119-143
S3 117-113 117-277 119-104
S4 116-013 116-177 118-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-250 119-150 1-100 1.1% 0-112 0.3% 17% False True 5,615
10 120-250 119-150 1-100 1.1% 0-066 0.2% 17% False True 3,637
20 120-250 119-150 1-100 1.1% 0-076 0.2% 17% False True 2,618
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-245
2.618 121-017
1.618 120-197
1.000 120-110
0.618 120-057
HIGH 119-290
0.618 119-237
0.500 119-220
0.382 119-203
LOW 119-150
0.618 119-063
1.000 119-010
1.618 118-243
2.618 118-103
4.250 117-195
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 119-220 119-270
PP 119-220 119-253
S1 119-220 119-237

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

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