ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 121-185 121-190 0-005 0.0% 120-295
High 121-225 121-192 -0-033 -0.1% 121-212
Low 121-157 121-122 -0-035 -0.1% 120-245
Close 121-175 121-162 -0-013 0.0% 121-185
Range 0-068 0-070 0-002 2.9% 0-287
ATR 0-143 0-138 -0-005 -3.6% 0-000
Volume 421,671 453,583 31,912 7.6% 2,419,441
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-049 122-015 121-200
R3 121-299 121-265 121-181
R2 121-229 121-229 121-175
R1 121-195 121-195 121-168 121-177
PP 121-159 121-159 121-159 121-150
S1 121-125 121-125 121-156 121-107
S2 121-089 121-089 121-149
S3 121-019 121-055 121-143
S4 120-269 120-305 121-124
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
5 121-225 121-032 0-193 0.5% 0-099 0.3% 67% False False 485,648
10 121-225 120-127 1-098 1.1% 0-105 0.3% 85% False False 519,114
20 121-225 119-272 1-273 1.5% 0-141 0.4% 89% False False 585,449
40 123-060 119-272 3-108 2.7% 0-152 0.4% 50% False False 738,507
60 124-150 119-272 4-198 3.8% 0-124 0.3% 36% False False 506,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-170
2.618 122-055
1.618 121-305
1.000 121-262
0.618 121-235
HIGH 121-192
0.618 121-165
0.500 121-157
0.382 121-149
LOW 121-122
0.618 121-079
1.000 121-052
1.618 121-009
2.618 120-259
4.250 120-144
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 121-160 121-170
PP 121-159 121-167
S1 121-157 121-165

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

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