ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 118-305 118-117 -0-188 -0.5% 119-145
High 118-307 119-080 0-093 0.2% 119-150
Low 118-115 118-100 -0-015 0.0% 118-100
Close 118-147 118-265 0-118 0.3% 118-265
Range 0-192 0-300 0-108 56.3% 1-050
ATR 0-125 0-137 0-013 10.0% 0-000
Volume 907,544 891,848 -15,696 -1.7% 3,379,919
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-195 121-050 119-110
R3 120-215 120-070 119-028
R2 119-235 119-235 119-000
R1 119-090 119-090 118-292 119-162
PP 118-255 118-255 118-255 118-291
S1 118-110 118-110 118-238 118-182
S2 117-275 117-275 118-210
S3 116-295 117-130 118-182
S4 115-315 116-150 118-100
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 122-108 121-237 119-148
R3 121-058 120-187 119-047
R2 120-008 120-008 119-013
R1 119-137 119-137 118-299 119-048
PP 118-278 118-278 118-278 118-234
S1 118-087 118-087 118-231 117-318
S2 117-228 117-228 118-197
S3 116-178 117-037 118-163
S4 115-128 115-307 118-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-240 118-100 1-140 1.2% 0-174 0.5% 36% False True 809,821
10 119-292 118-100 1-192 1.3% 0-154 0.4% 32% False True 640,508
20 120-250 118-100 2-150 2.1% 0-128 0.3% 21% False True 331,576
40 120-250 118-100 2-150 2.1% 0-094 0.2% 21% False True 166,433
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 123-075
2.618 121-225
1.618 120-245
1.000 120-060
0.618 119-265
HIGH 119-080
0.618 118-285
0.500 118-250
0.382 118-215
LOW 118-100
0.618 117-235
1.000 117-120
1.618 116-255
2.618 115-275
4.250 114-105
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 118-260 118-268
PP 118-255 118-267
S1 118-250 118-266

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

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