ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 119-025 118-270 -0-075 -0.2% 119-145
High 119-037 119-075 0-038 0.1% 119-150
Low 118-262 118-262 0-000 0.0% 118-100
Close 118-287 119-065 0-098 0.3% 118-265
Range 0-095 0-133 0-038 40.0% 1-050
ATR 0-136 0-135 0-000 -0.1% 0-000
Volume 562,155 818,351 256,196 45.6% 3,379,919
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 120-106 120-059 119-138
R3 119-293 119-246 119-102
R2 119-160 119-160 119-089
R1 119-113 119-113 119-077 119-136
PP 119-027 119-027 119-027 119-039
S1 118-300 118-300 119-053 119-004
S2 118-214 118-214 119-041
S3 118-081 118-167 119-028
S4 117-268 118-034 118-312
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
5 119-080 118-100 0-300 0.8% 0-170 0.4% 95% False False 747,996
10 119-282 118-100 1-182 1.3% 0-148 0.4% 57% False False 741,078
20 120-070 118-100 1-290 1.6% 0-135 0.4% 47% False False 428,496
40 120-250 118-100 2-150 2.1% 0-097 0.3% 36% False False 214,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-000
2.618 120-103
1.618 119-290
1.000 119-208
0.618 119-157
HIGH 119-075
0.618 119-024
0.500 119-008
0.382 118-313
LOW 118-262
0.618 118-180
1.000 118-129
1.618 118-047
2.618 117-234
4.250 117-017
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 119-046 119-046
PP 119-027 119-027
S1 119-008 119-008

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

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