ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 119-202 119-202 0-000 0.0% 119-110
High 119-237 119-240 0-003 0.0% 119-292
Low 119-105 119-160 0-055 0.1% 119-090
Close 119-220 119-217 -0-003 0.0% 119-217
Range 0-132 0-080 -0-052 -39.4% 0-202
ATR 0-112 0-110 -0-002 -2.0% 0-000
Volume 571,664 669,190 97,526 17.1% 2,913,426
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 120-126 120-091 119-261
R3 120-046 120-011 119-239
R2 119-286 119-286 119-232
R1 119-251 119-251 119-224 119-268
PP 119-206 119-206 119-206 119-214
S1 119-171 119-171 119-210 119-188
S2 119-126 119-126 119-202
S3 119-046 119-091 119-195
S4 118-286 119-011 119-173
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-166 121-073 120-008
R3 120-284 120-191 119-273
R2 120-082 120-082 119-254
R1 119-309 119-309 119-236 120-036
PP 119-200 119-200 119-200 119-223
S1 119-107 119-107 119-198 119-154
S2 118-318 118-318 119-180
S3 118-116 118-225 119-161
S4 117-234 118-023 119-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-292 119-090 0-202 0.5% 0-114 0.3% 63% False False 582,685
10 119-292 118-280 1-012 0.9% 0-119 0.3% 77% False False 322,279
20 120-250 118-280 1-290 1.6% 0-092 0.2% 42% False False 162,958
40 120-250 118-280 1-290 1.6% 0-076 0.2% 42% False False 81,988
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-025
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120-260
2.618 120-129
1.618 120-049
1.000 120-000
0.618 119-289
HIGH 119-240
0.618 119-209
0.500 119-200
0.382 119-191
LOW 119-160
0.618 119-111
1.000 119-080
1.618 119-031
2.618 118-271
4.250 118-140
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 119-211 119-209
PP 119-206 119-201
S1 119-200 119-194

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

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