ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 119-250 119-100 -0-150 -0.4% 120-220
High 119-260 119-110 -0-150 -0.4% 120-250
Low 119-100 119-000 -0-100 -0.3% 119-150
Close 119-150 119-020 -0-130 -0.3% 119-220
Range 0-160 0-110 -0-050 -31.3% 1-100
ATR 0-099 0-103 0-004 3.7% 0-000
Volume 101,777 77,077 -24,700 -24.3% 28,079
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 120-053 119-307 119-080
R3 119-263 119-197 119-050
R2 119-153 119-153 119-040
R1 119-087 119-087 119-030 119-065
PP 119-043 119-043 119-043 119-032
S1 118-297 118-297 119-010 118-275
S2 118-253 118-253 119-000
S3 118-143 118-187 118-310
S4 118-033 118-077 118-280
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
5 119-290 119-000 0-290 0.8% 0-116 0.3% 7% False True 42,486
10 120-250 119-000 1-250 1.5% 0-102 0.3% 4% False True 22,644
20 120-250 119-000 1-250 1.5% 0-087 0.2% 4% False True 11,990
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 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-258
2.618 120-078
1.618 119-288
1.000 119-220
0.618 119-178
HIGH 119-110
0.618 119-068
0.500 119-055
0.382 119-042
LOW 119-000
0.618 118-252
1.000 118-210
1.618 118-142
2.618 118-032
4.250 117-172
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 119-055 119-130
PP 119-043 119-093
S1 119-032 119-057

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

View Archives - Comment on this page... - Back to Index of Symbols