ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 120-170 120-200 0-030 0.1% 119-182
High 120-250 120-287 0-037 0.1% 120-272
Low 120-165 120-195 0-030 0.1% 119-140
Close 120-222 120-282 0-060 0.2% 120-130
Range 0-085 0-092 0-007 8.2% 1-132
ATR 0-149 0-145 -0-004 -2.7% 0-000
Volume 518,028 506,601 -11,427 -2.2% 3,708,007
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-211 121-178 121-013
R3 121-119 121-086 120-307
R2 121-027 121-027 120-299
R1 120-314 120-314 120-290 121-010
PP 120-255 120-255 120-255 120-263
S1 120-222 120-222 120-274 120-238
S2 120-163 120-163 120-265
S3 120-071 120-130 120-257
S4 119-299 120-038 120-231
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
5 120-287 120-070 0-217 0.6% 0-110 0.3% 98% True False 529,380
10 120-287 118-280 2-007 1.7% 0-146 0.4% 99% True False 615,275
20 120-287 118-100 2-187 2.1% 0-147 0.4% 99% True False 678,176
40 120-287 118-100 2-187 2.1% 0-125 0.3% 99% True False 368,397
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-038
2.618 121-208
1.618 121-116
1.000 121-059
0.618 121-024
HIGH 120-287
0.618 120-252
0.500 120-241
0.382 120-230
LOW 120-195
0.618 120-138
1.000 120-103
1.618 120-046
2.618 119-274
4.250 119-124
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 120-268 120-250
PP 120-255 120-217
S1 120-241 120-184

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

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