ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 121-147 121-185 0-038 0.1% 120-295
High 121-195 121-225 0-030 0.1% 121-212
Low 121-115 121-157 0-042 0.1% 120-245
Close 121-185 121-175 -0-010 0.0% 121-185
Range 0-080 0-068 -0-012 -15.0% 0-287
ATR 0-149 0-143 -0-006 -3.9% 0-000
Volume 329,774 421,671 91,897 27.9% 2,419,441
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-070 122-030 121-212
R3 122-002 121-282 121-194
R2 121-254 121-254 121-187
R1 121-214 121-214 121-181 121-200
PP 121-186 121-186 121-186 121-178
S1 121-146 121-146 121-169 121-132
S2 121-118 121-118 121-163
S3 121-050 121-078 121-156
S4 120-302 121-010 121-138
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
5 121-225 121-025 0-200 0.5% 0-098 0.3% 75% True False 490,653
10 121-225 120-127 1-098 1.1% 0-106 0.3% 88% True False 519,802
20 121-225 119-272 1-273 1.5% 0-149 0.4% 92% True False 613,477
40 123-087 119-272 3-135 2.8% 0-152 0.4% 50% False False 732,390
60 124-150 119-272 4-198 3.8% 0-123 0.3% 37% False False 499,363
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-194
2.618 122-083
1.618 122-015
1.000 121-293
0.618 121-267
HIGH 121-225
0.618 121-199
0.500 121-191
0.382 121-183
LOW 121-157
0.618 121-115
1.000 121-089
1.618 121-047
2.618 120-299
4.250 120-188
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 121-191 121-172
PP 121-186 121-170
S1 121-180 121-168

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

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