ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 119-280 119-160 -0-120 -0.3% 120-220
High 119-290 119-200 -0-090 -0.2% 120-250
Low 119-150 119-130 -0-020 -0.1% 119-150
Close 119-220 119-150 -0-070 -0.2% 119-220
Range 0-140 0-070 -0-070 -50.0% 1-100
ATR 0-094 0-093 0-000 -0.3% 0-000
Volume 14,806 8,243 -6,563 -44.3% 28,079
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 120-050 120-010 119-188
R3 119-300 119-260 119-169
R2 119-230 119-230 119-163
R1 119-190 119-190 119-156 119-175
PP 119-160 119-160 119-160 119-152
S1 119-120 119-120 119-144 119-105
S2 119-090 119-090 119-137
S3 119-020 119-050 119-131
S4 118-270 118-300 119-112
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
5 120-170 119-130 1-040 0.9% 0-116 0.3% 6% False True 7,204
10 120-250 119-130 1-120 1.2% 0-068 0.2% 5% False True 4,252
20 120-250 119-130 1-120 1.2% 0-079 0.2% 5% False True 3,005
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 0-008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-178
2.618 120-063
1.618 119-313
1.000 119-270
0.618 119-243
HIGH 119-200
0.618 119-173
0.500 119-165
0.382 119-157
LOW 119-130
0.618 119-087
1.000 119-060
1.618 119-017
2.618 118-267
4.250 118-152
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 119-165 119-255
PP 119-160 119-220
S1 119-155 119-185

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

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