ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 119-030 119-110 0-080 0.2% 119-160
High 119-140 119-180 0-040 0.1% 119-260
Low 118-280 119-090 0-130 0.3% 118-280
Close 119-100 119-150 0-050 0.1% 119-100
Range 0-180 0-090 -0-090 -50.0% 0-300
ATR 0-108 0-107 -0-001 -1.2% 0-000
Volume 111,741 257,122 145,381 130.1% 309,365
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 120-090 120-050 119-200
R3 120-000 119-280 119-175
R2 119-230 119-230 119-166
R1 119-190 119-190 119-158 119-210
PP 119-140 119-140 119-140 119-150
S1 119-100 119-100 119-142 119-120
S2 119-050 119-050 119-134
S3 118-280 119-010 119-125
S4 118-190 118-240 119-100
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 122-047 121-213 119-265
R3 121-067 120-233 119-182
R2 120-087 120-087 119-155
R1 119-253 119-253 119-128 119-180
PP 119-107 119-107 119-107 119-070
S1 118-273 118-273 119-072 118-200
S2 118-127 118-127 119-045
S3 117-147 117-293 119-018
S4 116-167 116-313 118-255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-260 118-280 0-300 0.8% 0-128 0.3% 63% False False 111,648
10 120-170 118-280 1-210 1.4% 0-122 0.3% 36% False False 59,426
20 120-250 118-280 1-290 1.6% 0-098 0.3% 31% False False 30,373
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-242
2.618 120-096
1.618 120-006
1.000 119-270
0.618 119-236
HIGH 119-180
0.618 119-146
0.500 119-135
0.382 119-124
LOW 119-090
0.618 119-034
1.000 119-000
1.618 118-264
2.618 118-174
4.250 118-028
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 119-145 119-123
PP 119-140 119-097
S1 119-135 119-070

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

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