ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 119-225 120-187 0-282 0.7% 118-280
High 120-240 120-272 0-032 0.1% 119-140
Low 119-140 120-097 0-277 0.7% 118-262
Close 120-192 120-130 -0-062 -0.2% 119-065
Range 1-100 0-175 -0-245 -58.3% 0-198
ATR 0-160 0-161 0-001 0.7% 0-000
Volume 1,081,184 756,875 -324,309 -30.0% 3,000,414
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 122-051 121-266 120-226
R3 121-196 121-091 120-178
R2 121-021 121-021 120-162
R1 120-236 120-236 120-146 120-201
PP 120-166 120-166 120-166 120-149
S1 120-061 120-061 120-114 120-026
S2 119-311 119-311 120-098
S3 119-136 119-206 120-082
S4 118-281 119-031 120-034
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
5 120-272 118-280 1-312 1.6% 0-198 0.5% 78% True False 748,159
10 120-272 118-100 2-172 2.1% 0-174 0.5% 83% True False 709,516
20 120-272 118-100 2-172 2.1% 0-154 0.4% 83% True False 634,273
40 120-272 118-100 2-172 2.1% 0-119 0.3% 83% True False 321,402
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-056
2.618 122-090
1.618 121-235
1.000 121-127
0.618 121-060
HIGH 120-272
0.618 120-205
0.500 120-184
0.382 120-164
LOW 120-097
0.618 119-309
1.000 119-242
1.618 119-134
2.618 118-279
4.250 117-313
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 120-184 120-102
PP 120-166 120-074
S1 120-148 120-046

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

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