ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 119-160 119-160 0-000 0.0% 120-220
High 119-200 119-260 0-060 0.2% 120-250
Low 119-130 119-160 0-030 0.1% 119-150
Close 119-150 119-260 0-110 0.3% 119-220
Range 0-070 0-100 0-030 42.9% 1-100
ATR 0-093 0-095 0-001 1.3% 0-000
Volume 8,243 10,527 2,284 27.7% 28,079
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 120-207 120-173 119-315
R3 120-107 120-073 119-288
R2 120-007 120-007 119-278
R1 119-293 119-293 119-269 119-310
PP 119-227 119-227 119-227 119-235
S1 119-193 119-193 119-251 119-210
S2 119-127 119-127 119-242
S3 119-027 119-093 119-232
S4 118-247 118-313 119-205
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
5 120-070 119-130 0-260 0.7% 0-106 0.3% 50% False False 9,080
10 120-250 119-130 1-120 1.1% 0-075 0.2% 30% False False 5,243
20 120-250 119-130 1-120 1.1% 0-082 0.2% 30% False False 3,518
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-045
2.618 120-202
1.618 120-102
1.000 120-040
0.618 120-002
HIGH 119-260
0.618 119-222
0.500 119-210
0.382 119-198
LOW 119-160
0.618 119-098
1.000 119-060
1.618 118-318
2.618 118-218
4.250 118-055
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 119-243 119-243
PP 119-227 119-227
S1 119-210 119-210

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

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