ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 120-200 120-257 0-057 0.1% 119-182
High 120-287 120-280 -0-007 0.0% 120-272
Low 120-195 120-222 0-027 0.1% 119-140
Close 120-282 120-260 -0-022 -0.1% 120-130
Range 0-092 0-058 -0-034 -37.0% 1-132
ATR 0-145 0-139 -0-006 -4.2% 0-000
Volume 506,601 470,745 -35,856 -7.1% 3,708,007
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-108 121-082 120-292
R3 121-050 121-024 120-276
R2 120-312 120-312 120-271
R1 120-286 120-286 120-265 120-299
PP 120-254 120-254 120-254 120-260
S1 120-228 120-228 120-255 120-241
S2 120-196 120-196 120-249
S3 120-138 120-170 120-244
S4 120-080 120-112 120-228
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% 0-087 0.2% 88% False False 472,154
10 120-287 118-280 2-007 1.7% 0-142 0.4% 96% False False 610,156
20 120-287 118-100 2-187 2.1% 0-144 0.4% 97% False False 659,242
40 120-287 118-100 2-187 2.1% 0-123 0.3% 97% False False 380,139
60 120-287 118-100 2-187 2.1% 0-095 0.2% 97% False False 253,727
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 121-206
2.618 121-112
1.618 121-054
1.000 121-018
0.618 120-316
HIGH 120-280
0.618 120-258
0.500 120-251
0.382 120-244
LOW 120-222
0.618 120-186
1.000 120-164
1.618 120-128
2.618 120-070
4.250 119-296
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 120-257 120-249
PP 120-254 120-237
S1 120-251 120-226

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

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