ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 118-280 119-025 0-065 0.2% 119-145
High 119-075 119-037 -0-038 -0.1% 119-150
Low 118-265 118-262 -0-003 0.0% 118-100
Close 119-060 118-287 -0-093 -0.2% 118-265
Range 0-130 0-095 -0-035 -26.9% 1-050
ATR 0-137 0-136 -0-001 -1.0% 0-000
Volume 560,082 562,155 2,073 0.4% 3,379,919
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 119-267 119-212 119-019
R3 119-172 119-117 118-313
R2 119-077 119-077 118-304
R1 119-022 119-022 118-296 119-002
PP 118-302 118-302 118-302 118-292
S1 118-247 118-247 118-278 118-227
S2 118-207 118-207 118-270
S3 118-112 118-152 118-261
S4 118-017 118-057 118-235
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
5 119-115 118-100 1-015 0.9% 0-173 0.5% 56% False False 711,578
10 119-292 118-100 1-192 1.3% 0-149 0.4% 37% False False 715,846
20 120-170 118-100 2-070 1.9% 0-136 0.4% 26% False False 387,636
40 120-250 118-100 2-150 2.1% 0-095 0.2% 24% False False 194,460
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-121
2.618 119-286
1.618 119-191
1.000 119-132
0.618 119-096
HIGH 119-037
0.618 119-001
0.500 118-310
0.382 118-298
LOW 118-262
0.618 118-203
1.000 118-167
1.618 118-108
2.618 118-013
4.250 117-178
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 118-310 118-275
PP 118-302 118-262
S1 118-294 118-250

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

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