ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 119-182 119-205 0-023 0.1% 118-280
High 120-050 119-265 -0-105 -0.3% 119-140
Low 119-182 119-195 0-013 0.0% 118-262
Close 119-190 119-225 0-035 0.1% 119-065
Range 0-188 0-070 -0-118 -62.8% 0-198
ATR 0-145 0-140 -0-005 -3.4% 0-000
Volume 810,789 554,051 -256,738 -31.7% 3,000,414
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 120-118 120-082 119-264
R3 120-048 120-012 119-244
R2 119-298 119-298 119-238
R1 119-262 119-262 119-231 119-280
PP 119-228 119-228 119-228 119-238
S1 119-192 119-192 119-219 119-210
S2 119-158 119-158 119-212
S3 119-088 119-122 119-206
S4 119-018 119-052 119-186
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
5 120-050 118-262 1-108 1.1% 0-124 0.3% 66% False False 648,603
10 120-050 118-100 1-270 1.5% 0-149 0.4% 75% False False 680,091
20 120-050 118-100 1-270 1.5% 0-138 0.4% 75% False False 547,986
40 120-250 118-100 2-150 2.1% 0-108 0.3% 56% False False 275,495
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-014
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 120-242
2.618 120-128
1.618 120-058
1.000 120-015
0.618 119-308
HIGH 119-265
0.618 119-238
0.500 119-230
0.382 119-222
LOW 119-195
0.618 119-152
1.000 119-125
1.618 119-082
2.618 119-012
4.250 118-218
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 119-230 119-205
PP 119-228 119-185
S1 119-227 119-165

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

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