ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 26-Jul-2013

Day Change Summary
	Previous	Current
	25-Jul-2013	26-Jul-2013	Change	Change %	Previous Week
Open	121-077	121-130	0-053	0.1%	121-185
High	121-145	121-165	0-020	0.1%	121-225
Low	121-027	121-105	0-078	0.2%	121-027
Close	121-065	121-160	0-095	0.2%	121-160
Range	0-118	0-060	-0-058	-49.2%	0-198
ATR	0-136	0-133	-0-003	-1.9%	0-000
Volume	596,662	406,084	-190,578	-31.9%	2,623,614

Daily Pivots for day following 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-003	121-302	121-193
R3	121-263	121-242	121-176
R2	121-203	121-203	121-171
R1	121-182	121-182	121-166	121-192
PP	121-143	121-143	121-143	121-149
S1	121-122	121-122	121-154	121-132
S2	121-083	121-083	121-149
S3	121-023	121-062	121-144
S4	120-283	121-002	121-127

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-091	123-004	121-269
R3	122-213	122-126	121-214
R2	122-015	122-015	121-196
R1	121-248	121-248	121-178	121-192
PP	121-137	121-137	121-137	121-110
S1	121-050	121-050	121-142	120-314
S2	120-259	120-259	121-124
S3	120-061	120-172	121-106
S4	119-183	119-294	121-051

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%	0-090	0.2%	67%	False	False	524,722
10	121-225	120-245	0-300	0.8%	0-100	0.3%	78%	False	False	504,305
20	121-225	119-272	1-273	1.5%	0-130	0.3%	89%	False	False	548,551
40	122-310	119-272	3-038	2.6%	0-148	0.4%	53%	False	False	703,493
60	124-150	119-272	4-198	3.8%	0-128	0.3%	36%	False	False	535,842
80	124-150	119-272	4-198	3.8%	0-100	0.3%	36%	False	False	402,286

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-028
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	122-100
2.618	122-002
1.618	121-262
1.000	121-225
0.618	121-202
HIGH	121-165
0.618	121-142
0.500	121-135
0.382	121-128
LOW	121-105
0.618	121-068
1.000	121-045
1.618	121-008
2.618	120-268
4.250	120-170

Fisher Pivots for day following 26-Jul-2013
Pivot	1 day	3 day
R1	121-152	121-140
PP	121-143	121-120
S1	121-135	121-100

Download as Excel Spreadsheet

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

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