ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 119-202 119-145 -0-057 -0.1% 119-110
High 119-240 119-150 -0-090 -0.2% 119-292
Low 119-160 119-000 -0-160 -0.4% 119-090
Close 119-217 119-107 -0-110 -0.3% 119-217
Range 0-080 0-150 0-070 87.5% 0-202
ATR 0-110 0-118 0-008 7.0% 0-000
Volume 669,190 944,262 275,072 41.1% 2,913,426
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 120-216 120-151 119-190
R3 120-066 120-001 119-148
R2 119-236 119-236 119-134
R1 119-171 119-171 119-121 119-128
PP 119-086 119-086 119-086 119-064
S1 119-021 119-021 119-093 118-298
S2 118-256 118-256 119-080
S3 118-106 118-191 119-066
S4 117-276 118-041 119-024
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
5 119-292 119-000 0-292 0.8% 0-126 0.3% 37% False True 720,113
10 119-292 118-280 1-012 0.9% 0-127 0.3% 44% False False 415,881
20 120-250 118-280 1-290 1.6% 0-097 0.3% 24% False False 210,066
40 120-250 118-280 1-290 1.6% 0-080 0.2% 24% False False 105,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 121-148
2.618 120-223
1.618 120-073
1.000 119-300
0.618 119-243
HIGH 119-150
0.618 119-093
0.500 119-075
0.382 119-057
LOW 119-000
0.618 118-227
1.000 118-170
1.618 118-077
2.618 117-247
4.250 117-002
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 119-096 119-120
PP 119-086 119-116
S1 119-075 119-111

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

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