ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 119-205 119-225 0-020 0.1% 118-280
High 119-265 120-240 0-295 0.8% 119-140
Low 119-195 119-140 -0-055 -0.1% 118-262
Close 119-225 120-192 0-287 0.7% 119-065
Range 0-070 1-100 1-030 500.0% 0-198
ATR 0-140 0-160 0-020 14.3% 0-000
Volume 554,051 1,081,184 527,133 95.1% 3,000,414
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 124-064 123-228 121-103
R3 122-284 122-128 120-308
R2 121-184 121-184 120-269
R1 121-028 121-028 120-230 121-106
PP 120-084 120-084 120-084 120-123
S1 119-248 119-248 120-154 120-006
S2 118-304 118-304 120-115
S3 117-204 118-148 120-076
S4 116-104 117-048 119-281
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
5 120-240 118-280 1-280 1.6% 0-182 0.5% 92% True False 701,170
10 120-240 118-100 2-140 2.0% 0-176 0.5% 94% True False 724,583
20 120-240 118-100 2-140 2.0% 0-154 0.4% 94% True False 601,518
40 120-250 118-100 2-150 2.0% 0-118 0.3% 93% False False 302,518
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 126-105
2.618 124-060
1.618 122-280
1.000 122-020
0.618 121-180
HIGH 120-240
0.618 120-080
0.500 120-030
0.382 119-300
LOW 119-140
0.618 118-200
1.000 118-040
1.618 117-100
2.618 116-000
4.250 113-275
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 120-138 120-138
PP 120-084 120-084
S1 120-030 120-030

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

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