ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 30-Jul-2013

Day Change Summary
	Previous	Current
	29-Jul-2013	30-Jul-2013	Change	Change %	Previous Week
Open	121-145	121-117	-0-028	-0.1%	121-185
High	121-177	121-155	-0-022	-0.1%	121-225
Low	121-107	121-102	-0-005	0.0%	121-027
Close	121-135	121-112	-0-023	-0.1%	121-160
Range	0-070	0-053	-0-017	-24.3%	0-198
ATR	0-129	0-123	-0-005	-4.2%	0-000
Volume	361,564	386,085	24,521	6.8%	2,623,614

Daily Pivots for day following 30-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-282	121-250	121-141
R3	121-229	121-197	121-127
R2	121-176	121-176	121-122
R1	121-144	121-144	121-117	121-134
PP	121-123	121-123	121-123	121-118
S1	121-091	121-091	121-107	121-080
S2	121-070	121-070	121-102
S3	121-017	121-038	121-097
S4	120-284	120-305	121-083

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	121-177	121-027	0-150	0.4%	0-087	0.2%	57%	False	False	499,201
10	121-225	121-027	0-198	0.5%	0-093	0.2%	43%	False	False	492,425
20	121-225	119-272	1-273	1.5%	0-121	0.3%	81%	False	False	523,172
40	122-310	119-272	3-038	2.6%	0-142	0.4%	48%	False	False	664,239
60	124-010	119-272	4-058	3.4%	0-128	0.3%	36%	False	False	548,005
80	124-150	119-272	4-198	3.8%	0-101	0.3%	32%	False	False	411,620

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-025
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	122-060
2.618	121-294
1.618	121-241
1.000	121-208
0.618	121-188
HIGH	121-155
0.618	121-135
0.500	121-128
0.382	121-122
LOW	121-102
0.618	121-069
1.000	121-049
1.618	121-016
2.618	120-283
4.250	120-197

Fisher Pivots for day following 30-Jul-2013
Pivot	1 day	3 day
R1	121-128	121-140
PP	121-123	121-130
S1	121-118	121-121

Download as Excel Spreadsheet

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

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