ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 118-117 118-280 0-163 0.4% 119-145
High 119-080 119-075 -0-005 0.0% 119-150
Low 118-100 118-265 0-165 0.4% 118-100
Close 118-265 119-060 0-115 0.3% 118-265
Range 0-300 0-130 -0-170 -56.7% 1-050
ATR 0-137 0-137 -0-001 -0.4% 0-000
Volume 891,848 560,082 -331,766 -37.2% 3,379,919
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 120-097 120-048 119-132
R3 119-287 119-238 119-096
R2 119-157 119-157 119-084
R1 119-108 119-108 119-072 119-132
PP 119-027 119-027 119-027 119-039
S1 118-298 118-298 119-048 119-002
S2 118-217 118-217 119-036
S3 118-087 118-168 119-024
S4 117-277 118-038 118-308
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
5 119-150 118-100 1-050 1.0% 0-184 0.5% 76% False False 788,000
10 119-292 118-100 1-192 1.3% 0-149 0.4% 55% False False 685,342
20 120-250 118-100 2-150 2.1% 0-133 0.3% 35% False False 359,543
40 120-250 118-100 2-150 2.1% 0-094 0.2% 35% False False 180,419
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-308
2.618 120-095
1.618 119-285
1.000 119-205
0.618 119-155
HIGH 119-075
0.618 119-025
0.500 119-010
0.382 118-315
LOW 118-265
0.618 118-185
1.000 118-135
1.618 118-055
2.618 117-245
4.250 117-032
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 119-043 119-017
PP 119-027 118-293
S1 119-010 118-250

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

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