ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 120-095 120-122 0-027 0.1% 119-182
High 120-167 120-185 0-018 0.0% 120-272
Low 120-070 120-082 0-012 0.0% 119-140
Close 120-130 120-152 0-022 0.1% 120-130
Range 0-097 0-103 0-006 6.2% 1-132
ATR 0-156 0-153 -0-004 -2.4% 0-000
Volume 505,108 360,289 -144,819 -28.7% 3,708,007
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-129 121-083 120-209
R3 121-026 120-300 120-180
R2 120-243 120-243 120-171
R1 120-197 120-197 120-161 120-220
PP 120-140 120-140 120-140 120-151
S1 120-094 120-094 120-143 120-117
S2 120-037 120-037 120-133
S3 119-254 119-311 120-124
S4 119-151 119-208 120-095
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 124-150 123-272 121-059
R3 123-018 122-140 120-254
R2 121-206 121-206 120-213
R1 121-008 121-008 120-171 121-107
PP 120-074 120-074 120-074 120-124
S1 119-196 119-196 120-089 119-295
S2 118-262 118-262 120-047
S3 117-130 118-064 120-006
S4 115-318 116-252 119-201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-272 119-140 1-132 1.2% 0-173 0.4% 73% False False 651,501
10 120-272 118-262 2-010 1.7% 0-151 0.4% 82% False False 650,862
20 120-272 118-100 2-172 2.1% 0-150 0.4% 85% False False 668,102
40 120-272 118-100 2-172 2.1% 0-123 0.3% 85% False False 342,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-303
2.618 121-135
1.618 121-032
1.000 120-288
0.618 120-249
HIGH 120-185
0.618 120-146
0.500 120-134
0.382 120-121
LOW 120-082
0.618 120-018
1.000 119-299
1.618 119-235
2.618 119-132
4.250 118-284
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 120-146 120-171
PP 120-140 120-165
S1 120-134 120-158

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

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