ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 18-Sep-2013

Day Change Summary
	Previous	Current
	17-Sep-2013	18-Sep-2013	Change	Change %	Previous Week
Open	119-205	119-225	0-020	0.1%	118-280
High	119-265	120-240	0-295	0.8%	119-140
Low	119-195	119-140	-0-055	-0.1%	118-262
Close	119-225	120-192	0-287	0.7%	119-065
Range	0-070	1-100	1-030	500.0%	0-198
ATR	0-140	0-160	0-020	14.3%	0-000
Volume	554,051	1,081,184	527,133	95.1%	3,000,414

Daily Pivots for day following 18-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-064	123-228	121-103
R3	122-284	122-128	120-308
R2	121-184	121-184	120-269
R1	121-028	121-028	120-230	121-106
PP	120-084	120-084	120-084	120-123
S1	119-248	119-248	120-154	120-006
S2	118-304	118-304	120-115
S3	117-204	118-148	120-076
S4	116-104	117-048	119-281

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	120-240	118-280	1-280	1.6%	0-182	0.5%	92%	True	False	701,170
10	120-240	118-100	2-140	2.0%	0-176	0.5%	94%	True	False	724,583
20	120-240	118-100	2-140	2.0%	0-154	0.4%	94%	True	False	601,518
40	120-250	118-100	2-150	2.0%	0-118	0.3%	93%	False	False	302,518

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	126-105
2.618	124-060
1.618	122-280
1.000	122-020
0.618	121-180
HIGH	120-240
0.618	120-080
0.500	120-030
0.382	119-300
LOW	119-140
0.618	118-200
1.000	118-040
1.618	117-100
2.618	116-000
4.250	113-275

Fisher Pivots for day following 18-Sep-2013
Pivot	1 day	3 day
R1	120-138	120-138
PP	120-084	120-084
S1	120-030	120-030

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols