ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 119-062 119-045 -0-017 0.0% 118-280
High 119-140 119-097 -0-043 -0.1% 119-140
Low 119-047 118-280 -0-087 -0.2% 118-262
Close 119-065 119-065 0-000 0.0% 119-065
Range 0-093 0-137 0-044 47.3% 0-198
ATR 0-132 0-133 0-000 0.3% 0-000
Volume 521,930 537,896 15,966 3.1% 3,000,414
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 120-132 120-075 119-140
R3 119-315 119-258 119-103
R2 119-178 119-178 119-090
R1 119-121 119-121 119-078 119-150
PP 119-041 119-041 119-041 119-055
S1 118-304 118-304 119-052 119-012
S2 118-224 118-224 119-040
S3 118-087 118-167 119-027
S4 117-270 118-030 118-310
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-003 120-232 119-174
R3 120-125 120-034 119-119
R2 119-247 119-247 119-101
R1 119-156 119-156 119-083 119-202
PP 119-049 119-049 119-049 119-072
S1 118-278 118-278 119-047 119-004
S2 118-171 118-171 119-029
S3 117-293 118-080 119-011
S4 117-095 117-202 118-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-140 118-262 0-198 0.5% 0-118 0.3% 62% False False 600,082
10 119-240 118-100 1-140 1.2% 0-146 0.4% 62% False False 704,952
20 119-292 118-100 1-192 1.3% 0-135 0.4% 56% False False 480,896
40 120-250 118-100 2-150 2.1% 0-102 0.3% 36% False False 241,400
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-039
2.618 120-136
1.618 119-319
1.000 119-234
0.618 119-182
HIGH 119-097
0.618 119-045
0.500 119-028
0.382 119-012
LOW 118-280
0.618 118-195
1.000 118-143
1.618 118-058
2.618 117-241
4.250 117-018
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 119-053 119-057
PP 119-041 119-049
S1 119-028 119-041

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

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