ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 25-Jul-2013

Day Change Summary
	Previous	Current
	24-Jul-2013	25-Jul-2013	Change	Change %	Previous Week
Open	121-172	121-077	-0-095	-0.2%	120-295
High	121-172	121-145	-0-027	-0.1%	121-212
Low	121-037	121-027	-0-010	0.0%	120-245
Close	121-080	121-065	-0-015	0.0%	121-185
Range	0-135	0-118	-0-017	-12.6%	0-287
ATR	0-137	0-136	-0-001	-1.0%	0-000
Volume	745,614	596,662	-148,952	-20.0%	2,419,441

Daily Pivots for day following 25-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-113	122-047	121-130
R3	121-315	121-249	121-097
R2	121-197	121-197	121-087
R1	121-131	121-131	121-076	121-105
PP	121-079	121-079	121-079	121-066
S1	121-013	121-013	121-054	120-307
S2	120-281	120-281	121-043
S3	120-163	120-215	121-033
S4	120-045	120-097	121-000

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	121-027	0-198	0.5%	0-094	0.2%	19%	False	True	509,460
10	121-225	120-245	0-300	0.8%	0-109	0.3%	47%	False	False	515,427
20	121-225	119-272	1-273	1.5%	0-134	0.3%	73%	False	False	565,488
40	122-310	119-272	3-038	2.6%	0-149	0.4%	43%	False	False	715,704
60	124-150	119-272	4-198	3.8%	0-128	0.3%	29%	False	False	529,122
80	124-150	119-272	4-198	3.8%	0-099	0.3%	29%	False	False	397,210

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-006
2.618	122-134
1.618	122-016
1.000	121-263
0.618	121-218
HIGH	121-145
0.618	121-100
0.500	121-086
0.382	121-072
LOW	121-027
0.618	120-274
1.000	120-229
1.618	120-156
2.618	120-038
4.250	119-166

Fisher Pivots for day following 25-Jul-2013
Pivot	1 day	3 day
R1	121-086	121-110
PP	121-079	121-095
S1	121-072	121-080

Download as Excel Spreadsheet

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

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