ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 14-Aug-2013

Day Change Summary
	Previous	Current
	13-Aug-2013	14-Aug-2013	Change	Change %	Previous Week
Open	121-130	121-000	-0-130	-0.3%	121-167
High	121-132	121-042	-0-090	-0.2%	121-192
Low	120-297	120-302	0-005	0.0%	121-097
Close	121-000	121-012	0-012	0.0%	121-170
Range	0-155	0-060	-0-095	-61.3%	0-095
ATR	0-117	0-113	-0-004	-3.5%	0-000
Volume	606,518	385,502	-221,016	-36.4%	2,033,759

Daily Pivots for day following 14-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-192	121-162	121-045
R3	121-132	121-102	121-028
R2	121-072	121-072	121-023
R1	121-042	121-042	121-018	121-057
PP	121-012	121-012	121-012	121-020
S1	120-302	120-302	121-006	120-317
S2	120-272	120-272	121-001
S3	120-212	120-242	120-316
S4	120-152	120-182	120-299

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%	15%	False	False	432,120
10	121-207	120-232	0-295	0.8%	0-104	0.3%	34%	False	False	489,095
20	121-225	120-232	0-313	0.8%	0-098	0.3%	32%	False	False	500,435
40	122-182	119-272	2-230	2.2%	0-139	0.4%	44%	False	False	600,112
60	123-227	119-272	3-275	3.2%	0-136	0.4%	31%	False	False	640,991
80	124-150	119-272	4-198	3.8%	0-114	0.3%	26%	False	False	482,846

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-297
2.618	121-199
1.618	121-139
1.000	121-102
0.618	121-079
HIGH	121-042
0.618	121-019
0.500	121-012
0.382	121-005
LOW	120-302
0.618	120-265
1.000	120-242
1.618	120-205
2.618	120-145
4.250	120-047

Fisher Pivots for day following 14-Aug-2013
Pivot	1 day	3 day
R1	121-012	121-092
PP	121-012	121-065
S1	121-012	121-039

Download as Excel Spreadsheet

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

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