ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 120-295 121-167 0-192 0.5% 121-145
High 121-180 121-177 -0-003 0.0% 121-180
Low 120-232 121-097 0-185 0.5% 120-232
Close 121-175 121-122 -0-053 -0.1% 121-175
Range 0-268 0-080 -0-188 -70.1% 0-268
ATR 0-141 0-137 -0-004 -3.1% 0-000
Volume 801,764 405,129 -396,635 -49.5% 3,072,417
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 122-052 122-007 121-166
R3 121-292 121-247 121-144
R2 121-212 121-212 121-137
R1 121-167 121-167 121-129 121-150
PP 121-132 121-132 121-132 121-123
S1 121-087 121-087 121-115 121-070
S2 121-052 121-052 121-107
S3 120-292 121-007 121-100
S4 120-212 120-247 121-078
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% 0-153 0.4% 78% False False 623,196
10 121-192 120-232 0-280 0.7% 0-122 0.3% 75% False False 567,948
20 121-225 120-127 1-098 1.1% 0-114 0.3% 75% False False 543,875
40 122-225 119-272 2-273 2.4% 0-146 0.4% 54% False False 655,261
60 123-280 119-272 4-008 3.3% 0-138 0.4% 38% False False 593,176
80 124-150 119-272 4-198 3.8% 0-109 0.3% 33% False False 445,714
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-197
2.618 122-066
1.618 121-306
1.000 121-257
0.618 121-226
HIGH 121-177
0.618 121-146
0.500 121-137
0.382 121-128
LOW 121-097
0.618 121-048
1.000 121-017
1.618 120-288
2.618 120-208
4.250 120-077
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 121-137 121-097
PP 121-132 121-071
S1 121-127 121-046

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

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