ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 121-125 120-295 -0-150 -0.4% 121-145
High 121-135 121-180 0-045 0.1% 121-180
Low 120-270 120-232 -0-038 -0.1% 120-232
Close 120-270 121-175 0-225 0.6% 121-175
Range 0-185 0-268 0-083 44.9% 0-268
ATR 0-132 0-141 0-010 7.4% 0-000
Volume 701,472 801,764 100,292 14.3% 3,072,417
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 123-253 123-162 122-002
R3 122-305 122-214 121-249
R2 122-037 122-037 121-224
R1 121-266 121-266 121-200 121-312
PP 121-089 121-089 121-089 121-112
S1 120-318 120-318 121-150 121-044
S2 120-141 120-141 121-126
S3 119-193 120-050 121-101
S4 118-245 119-102 121-028
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 123-253 123-162 122-002
R3 122-305 122-214 121-249
R2 122-037 122-037 121-224
R1 121-266 121-266 121-200 121-312
PP 121-089 121-089 121-089 121-112
S1 120-318 120-318 121-150 121-044
S2 120-141 120-141 121-126
S3 119-193 120-050 121-101
S4 118-245 119-102 121-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-180 120-232 0-268 0.7% 0-151 0.4% 98% True True 614,483
10 121-225 120-232 0-313 0.8% 0-121 0.3% 84% False True 569,603
20 121-225 119-272 1-273 1.5% 0-121 0.3% 92% False False 549,840
40 122-250 119-272 2-298 2.4% 0-149 0.4% 58% False False 667,997
60 123-310 119-272 4-038 3.4% 0-137 0.4% 41% False False 586,474
80 124-150 119-272 4-198 3.8% 0-108 0.3% 37% False False 440,651
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 125-039
2.618 123-242
1.618 122-294
1.000 122-128
0.618 122-026
HIGH 121-180
0.618 121-078
0.500 121-046
0.382 121-014
LOW 120-232
0.618 120-066
1.000 119-284
1.618 119-118
2.618 118-170
4.250 117-053
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 121-132 121-132
PP 121-089 121-089
S1 121-046 121-046

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

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