ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 119-265 119-202 -0-063 -0.2% 119-160
High 119-282 119-237 -0-045 -0.1% 119-260
Low 119-162 119-105 -0-057 -0.1% 118-280
Close 119-182 119-220 0-038 0.1% 119-100
Range 0-120 0-132 0-012 10.0% 0-300
ATR 0-111 0-112 0-002 1.4% 0-000
Volume 849,420 571,664 -277,756 -32.7% 309,365
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 120-263 120-214 119-293
R3 120-131 120-082 119-256
R2 119-319 119-319 119-244
R1 119-270 119-270 119-232 119-294
PP 119-187 119-187 119-187 119-200
S1 119-138 119-138 119-208 119-162
S2 119-055 119-055 119-196
S3 118-243 119-006 119-184
S4 118-111 118-194 119-147
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
5 119-292 118-280 1-012 0.9% 0-134 0.3% 78% False False 471,195
10 119-292 118-280 1-012 0.9% 0-125 0.3% 78% False False 256,840
20 120-250 118-280 1-290 1.6% 0-102 0.3% 43% False False 129,542
40 120-250 118-280 1-290 1.6% 0-074 0.2% 43% False False 65,259
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-158
2.618 120-263
1.618 120-131
1.000 120-049
0.618 119-319
HIGH 119-237
0.618 119-187
0.500 119-171
0.382 119-155
LOW 119-105
0.618 119-023
1.000 118-293
1.618 118-211
2.618 118-079
4.250 117-184
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 119-204 119-213
PP 119-187 119-206
S1 119-171 119-198

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

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