ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 119-102 118-305 -0-117 -0.3% 119-110
High 119-115 118-307 -0-128 -0.3% 119-292
Low 118-287 118-115 -0-172 -0.5% 119-090
Close 118-307 118-147 -0-160 -0.4% 119-217
Range 0-148 0-192 0-044 29.7% 0-202
ATR 0-120 0-125 0-005 4.3% 0-000
Volume 636,265 907,544 271,279 42.6% 2,913,426
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 120-126 120-008 118-253
R3 119-254 119-136 118-200
R2 119-062 119-062 118-182
R1 118-264 118-264 118-165 118-227
PP 118-190 118-190 118-190 118-171
S1 118-072 118-072 118-129 118-035
S2 117-318 117-318 118-112
S3 117-126 117-200 118-094
S4 116-254 117-008 118-041
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
5 119-240 118-115 1-125 1.2% 0-140 0.4% 7% False True 745,785
10 119-292 118-115 1-177 1.3% 0-135 0.4% 6% False True 559,031
20 120-250 118-115 2-135 2.0% 0-113 0.3% 4% False True 287,060
40 120-250 118-115 2-135 2.0% 0-087 0.2% 4% False True 144,168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 121-163
2.618 120-170
1.618 119-298
1.000 119-179
0.618 119-106
HIGH 118-307
0.618 118-234
0.500 118-211
0.382 118-188
LOW 118-115
0.618 117-316
1.000 117-243
1.618 117-124
2.618 116-252
4.250 115-259
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 118-211 118-292
PP 118-190 118-244
S1 118-168 118-196

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

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