ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 20-Sep-2013

Day Change Summary
	Previous	Current
	19-Sep-2013	20-Sep-2013	Change	Change %	Previous Week
Open	121-117	121-065	-0-052	-0.1%	120-192
High	121-117	121-080	-0-037	-0.1%	121-157
Low	121-042	121-065	0-023	0.1%	120-100
Close	121-065	121-065	0-000	0.0%	121-065
Range	0-075	0-015	-0-060	-80.0%	1-057
ATR	0-146	0-137	-0-009	-6.4%	0-000
Volume	20,426	820	-19,606	-96.0%	68,407

Daily Pivots for day following 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-115	121-105	121-073
R3	121-100	121-090	121-069
R2	121-085	121-085	121-068
R1	121-075	121-075	121-066	121-072
PP	121-070	121-070	121-070	121-069
S1	121-060	121-060	121-064	121-058
S2	121-055	121-055	121-062
S3	121-040	121-045	121-061
S4	121-025	121-030	121-057

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-172	124-015	121-272
R3	123-115	122-278	121-169
R2	122-058	122-058	121-134
R1	121-221	121-221	121-100	121-300
PP	121-001	121-001	121-001	121-040
S1	120-164	120-164	121-030	120-242
S2	119-264	119-264	120-316
S3	118-207	119-107	120-281
S4	117-150	118-050	120-178

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-157	120-100	1-057	1.0%	0-142	0.4%	76%	False	False	13,681
10	121-157	119-235	1-242	1.4%	0-116	0.3%	84%	False	False	14,332
20	121-157	119-092	2-065	1.8%	0-131	0.3%	87%	False	False	291,973
40	121-207	119-092	2-115	1.9%	0-120	0.3%	81%	False	False	417,384
60	121-225	119-092	2-133	2.0%	0-125	0.3%	79%	False	False	466,752
80	122-310	119-092	3-218	3.0%	0-135	0.3%	52%	False	False	566,544
100	124-150	119-092	5-058	4.3%	0-125	0.3%	37%	False	False	484,427
120	124-150	119-092	5-058	4.3%	0-106	0.3%	37%	False	False	403,935

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 100 trading days

Fibonacci Retracements and Extensions
4.250	121-144
2.618	121-119
1.618	121-104
1.000	121-095
0.618	121-089
HIGH	121-080
0.618	121-074
0.500	121-072
0.382	121-071
LOW	121-065
0.618	121-056
1.000	121-050
1.618	121-041
2.618	121-026
4.250	121-001

Fisher Pivots for day following 20-Sep-2013
Pivot	1 day	3 day
R1	121-072	121-033
PP	121-070	121-001
S1	121-068	120-288

Download as Excel Spreadsheet

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

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