ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 118-270 119-062 0-112 0.3% 119-145
High 119-075 119-140 0-065 0.2% 119-150
Low 118-262 119-047 0-105 0.3% 118-100
Close 119-065 119-065 0-000 0.0% 118-265
Range 0-133 0-093 -0-040 -30.1% 1-050
ATR 0-135 0-132 -0-003 -2.2% 0-000
Volume 818,351 521,930 -296,421 -36.2% 3,379,919
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 120-043 119-307 119-116
R3 119-270 119-214 119-091
R2 119-177 119-177 119-082
R1 119-121 119-121 119-074 119-149
PP 119-084 119-084 119-084 119-098
S1 119-028 119-028 119-056 119-056
S2 118-311 118-311 119-048
S3 118-218 118-255 119-039
S4 118-125 118-162 119-014
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
5 119-140 118-100 1-040 0.9% 0-150 0.4% 79% True False 670,873
10 119-240 118-100 1-140 1.2% 0-145 0.4% 62% False False 708,329
20 120-060 118-100 1-280 1.6% 0-138 0.4% 48% False False 454,189
40 120-250 118-100 2-150 2.1% 0-099 0.3% 36% False False 227,965
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 120-215
2.618 120-063
1.618 119-290
1.000 119-233
0.618 119-197
HIGH 119-140
0.618 119-104
0.500 119-094
0.382 119-083
LOW 119-047
0.618 118-310
1.000 118-274
1.618 118-217
2.618 118-124
4.250 117-292
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 119-094 119-057
PP 119-084 119-049
S1 119-074 119-041

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

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