ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 119-145 119-102 -0-043 -0.1% 119-110
High 119-150 119-115 -0-035 -0.1% 119-292
Low 119-000 118-287 -0-033 -0.1% 119-090
Close 119-107 118-307 -0-120 -0.3% 119-217
Range 0-150 0-148 -0-002 -1.3% 0-202
ATR 0-118 0-120 0-002 1.9% 0-000
Volume 944,262 636,265 -307,997 -32.6% 2,913,426
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 120-147 120-055 119-068
R3 119-319 119-227 119-028
R2 119-171 119-171 119-014
R1 119-079 119-079 119-001 119-051
PP 119-023 119-023 119-023 119-009
S1 118-251 118-251 118-293 118-223
S2 118-195 118-195 118-280
S3 118-047 118-103 118-266
S4 117-219 117-275 118-226
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
5 119-282 118-287 0-315 0.8% 0-126 0.3% 6% False True 734,160
10 119-292 118-280 1-012 0.9% 0-132 0.3% 8% False False 478,454
20 120-250 118-280 1-290 1.6% 0-103 0.3% 4% False False 241,849
40 120-250 118-280 1-290 1.6% 0-083 0.2% 4% False False 121,481
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-104
2.618 120-182
1.618 120-034
1.000 119-263
0.618 119-206
HIGH 119-115
0.618 119-058
0.500 119-041
0.382 119-024
LOW 118-287
0.618 118-196
1.000 118-139
1.618 118-048
2.618 117-220
4.250 116-298
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 119-041 119-104
PP 119-023 119-065
S1 119-005 119-026

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

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