ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 19-Jul-2013

Day Change Summary
	Previous	Current
	18-Jul-2013	19-Jul-2013	Change	Change %	Previous Week
Open	121-150	121-147	-0-003	0.0%	120-295
High	121-207	121-195	-0-012	0.0%	121-212
Low	121-110	121-115	0-005	0.0%	120-245
Close	121-132	121-185	0-053	0.1%	121-185
Range	0-097	0-080	-0-017	-17.5%	0-287
ATR	0-154	0-149	-0-005	-3.4%	0-000
Volume	595,185	329,774	-265,411	-44.6%	2,419,441

Daily Pivots for day following 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-085	122-055	121-229
R3	122-005	121-295	121-207
R2	121-245	121-245	121-200
R1	121-215	121-215	121-192	121-230
PP	121-165	121-165	121-165	121-172
S1	121-135	121-135	121-178	121-150
S2	121-085	121-085	121-170
S3	121-005	121-055	121-163
S4	120-245	120-295	121-141

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-008	123-224	122-023
R3	123-041	122-257	121-264
R2	122-074	122-074	121-238
R1	121-290	121-290	121-211	122-022
PP	121-107	121-107	121-107	121-134
S1	121-003	121-003	121-159	121-055
S2	120-140	120-140	121-132
S3	119-173	120-036	121-106
S4	118-206	119-069	121-027

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-212	120-245	0-287	0.7%	0-111	0.3%	91%	False	False	483,888
10	121-212	119-272	1-260	1.5%	0-122	0.3%	95%	False	False	530,078
20	121-212	119-272	1-260	1.5%	0-160	0.4%	95%	False	False	640,185
40	123-110	119-272	3-158	2.9%	0-153	0.4%	49%	False	False	727,214
60	124-150	119-272	4-198	3.8%	0-122	0.3%	37%	False	False	492,360

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-215
2.618	122-084
1.618	122-004
1.000	121-275
0.618	121-244
HIGH	121-195
0.618	121-164
0.500	121-155
0.382	121-146
LOW	121-115
0.618	121-066
1.000	121-035
1.618	120-306
2.618	120-226
4.250	120-095

Fisher Pivots for day following 19-Jul-2013
Pivot	1 day	3 day
R1	121-175	121-164
PP	121-165	121-143
S1	121-155	121-122

Download as Excel Spreadsheet

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

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