ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 121-130 121-145 0-015 0.0% 121-185
High 121-165 121-177 0-012 0.0% 121-225
Low 121-105 121-107 0-002 0.0% 121-027
Close 121-160 121-135 -0-025 -0.1% 121-160
Range 0-060 0-070 0-010 16.7% 0-198
ATR 0-133 0-129 -0-005 -3.4% 0-000
Volume 406,084 361,564 -44,520 -11.0% 2,623,614
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-030 121-312 121-174
R3 121-280 121-242 121-154
R2 121-210 121-210 121-148
R1 121-172 121-172 121-141 121-156
PP 121-140 121-140 121-140 121-132
S1 121-102 121-102 121-129 121-086
S2 121-070 121-070 121-122
S3 121-000 121-032 121-116
S4 120-250 120-282 121-096
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
5 121-192 121-027 0-165 0.4% 0-091 0.2% 65% False False 512,701
10 121-225 121-025 0-200 0.5% 0-094 0.2% 55% False False 501,677
20 121-225 119-272 1-273 1.5% 0-125 0.3% 85% False False 526,877
40 122-310 119-272 3-038 2.6% 0-145 0.4% 50% False False 678,563
60 124-130 119-272 4-178 3.8% 0-129 0.3% 34% False False 541,652
80 124-150 119-272 4-198 3.8% 0-100 0.3% 34% False False 406,805
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-154
2.618 122-040
1.618 121-290
1.000 121-247
0.618 121-220
HIGH 121-177
0.618 121-150
0.500 121-142
0.382 121-134
LOW 121-107
0.618 121-064
1.000 121-037
1.618 120-314
2.618 120-244
4.250 120-130
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 121-142 121-124
PP 121-140 121-113
S1 121-137 121-102

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

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