ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 13-Aug-2013

Day Change Summary
	Previous	Current
	12-Aug-2013	13-Aug-2013	Change	Change %	Previous Week
Open	121-167	121-130	-0-037	-0.1%	121-167
High	121-207	121-132	-0-075	-0.2%	121-192
Low	121-127	120-297	-0-150	-0.4%	121-097
Close	121-147	121-000	-0-147	-0.4%	121-170
Range	0-080	0-155	0-075	93.8%	0-095
ATR	0-113	0-117	0-004	3.6%	0-000
Volume	361,936	606,518	244,582	67.6%	2,033,759

Daily Pivots for day following 13-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-181	122-086	121-085
R3	122-026	121-251	121-043
R2	121-191	121-191	121-028
R1	121-096	121-096	121-014	121-066
PP	121-036	121-036	121-036	121-022
S1	120-261	120-261	120-306	120-231
S2	120-201	120-201	120-292
S3	120-046	120-106	120-277
S4	119-211	119-271	120-235

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-118	122-079	121-222
R3	122-023	121-304	121-196
R2	121-248	121-248	121-187
R1	121-209	121-209	121-179	121-228
PP	121-153	121-153	121-153	121-163
S1	121-114	121-114	121-161	121-134
S2	121-058	121-058	121-153
S3	120-283	121-019	121-144
S4	120-188	120-244	121-118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-207	120-297	0-230	0.6%	0-078	0.2%	10%	False	True	435,540
10	121-207	120-232	0-295	0.8%	0-116	0.3%	30%	False	False	532,698
20	121-225	120-232	0-313	0.8%	0-104	0.3%	28%	False	False	512,561
40	122-182	119-272	2-230	2.2%	0-139	0.4%	42%	False	False	604,405
60	123-227	119-272	3-275	3.2%	0-136	0.4%	30%	False	False	635,275
80	124-150	119-272	4-198	3.8%	0-114	0.3%	25%	False	False	478,048

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	0-020
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	123-151
2.618	122-218
1.618	122-063
1.000	121-287
0.618	121-228
HIGH	121-132
0.618	121-073
0.500	121-054
0.382	121-036
LOW	120-297
0.618	120-201
1.000	120-142
1.618	120-046
2.618	119-211
4.250	118-278

Fisher Pivots for day following 13-Aug-2013
Pivot	1 day	3 day
R1	121-054	121-092
PP	121-036	121-061
S1	121-018	121-031

Download as Excel Spreadsheet

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

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