ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 13-Sep-2013

Day Change Summary
	Previous	Current
	12-Sep-2013	13-Sep-2013	Change	Change %	Previous Week
Open	119-062	119-045	-0-017	0.0%	118-280
High	119-140	119-097	-0-043	-0.1%	119-140
Low	119-047	118-280	-0-087	-0.2%	118-262
Close	119-065	119-065	0-000	0.0%	119-065
Range	0-093	0-137	0-044	47.3%	0-198
ATR	0-132	0-133	0-000	0.3%	0-000
Volume	521,930	537,896	15,966	3.1%	3,000,414

Daily Pivots for day following 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-132	120-075	119-140
R3	119-315	119-258	119-103
R2	119-178	119-178	119-090
R1	119-121	119-121	119-078	119-150
PP	119-041	119-041	119-041	119-055
S1	118-304	118-304	119-052	119-012
S2	118-224	118-224	119-040
S3	118-087	118-167	119-027
S4	117-270	118-030	118-310

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	119-140	118-262	0-198	0.5%	0-118	0.3%	62%	False	False	600,082
10	119-240	118-100	1-140	1.2%	0-146	0.4%	62%	False	False	704,952
20	119-292	118-100	1-192	1.3%	0-135	0.4%	56%	False	False	480,896
40	120-250	118-100	2-150	2.1%	0-102	0.3%	36%	False	False	241,400

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-039
2.618	120-136
1.618	119-319
1.000	119-234
0.618	119-182
HIGH	119-097
0.618	119-045
0.500	119-028
0.382	119-012
LOW	118-280
0.618	118-195
1.000	118-143
1.618	118-058
2.618	117-241
4.250	117-018

Fisher Pivots for day following 13-Sep-2013
Pivot	1 day	3 day
R1	119-053	119-057
PP	119-041	119-049
S1	119-028	119-041

Download as Excel Spreadsheet

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

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