ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 01-Aug-2013

Day Change Summary
	Previous	Current
	31-Jul-2013	01-Aug-2013	Change	Change %	Previous Week
Open	121-115	121-125	0-010	0.0%	121-185
High	121-142	121-135	-0-007	0.0%	121-225
Low	120-282	120-270	-0-012	0.0%	121-027
Close	121-117	120-270	-0-167	-0.4%	121-160
Range	0-180	0-185	0-005	2.8%	0-198
ATR	0-128	0-132	0-004	3.2%	0-000
Volume	821,532	701,472	-120,060	-14.6%	2,623,614

Daily Pivots for day following 01-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-247	122-123	121-052
R3	122-062	121-258	121-001
R2	121-197	121-197	120-304
R1	121-073	121-073	120-287	121-042
PP	121-012	121-012	121-012	120-316
S1	120-208	120-208	120-253	120-178
S2	120-147	120-147	120-236
S3	119-282	120-023	120-219
S4	119-097	119-158	120-168

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	120-270	0-227	0.6%	0-110	0.3%	0%	False	True	535,347
10	121-225	120-270	0-275	0.7%	0-102	0.3%	0%	False	True	522,404
20	121-225	119-272	1-273	1.5%	0-127	0.3%	54%	False	False	555,973
40	122-310	119-272	3-038	2.6%	0-147	0.4%	32%	False	False	668,875
60	123-310	119-272	4-038	3.4%	0-133	0.3%	24%	False	False	573,127
80	124-150	119-272	4-198	3.8%	0-105	0.3%	22%	False	False	430,640

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	123-281
2.618	122-299
1.618	122-114
1.000	122-000
0.618	121-249
HIGH	121-135
0.618	121-064
0.500	121-042
0.382	121-021
LOW	120-270
0.618	120-156
1.000	120-085
1.618	119-291
2.618	119-106
4.250	118-124

Fisher Pivots for day following 01-Aug-2013
Pivot	1 day	3 day
R1	121-042	121-052
PP	121-012	121-018
S1	120-301	120-304

Download as Excel Spreadsheet

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

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