ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 15-Aug-2013

Day Change Summary
	Previous	Current
	14-Aug-2013	15-Aug-2013	Change	Change %	Previous Week
Open	121-000	121-010	0-010	0.0%	121-167
High	121-042	121-027	-0-015	0.0%	121-192
Low	120-302	120-162	-0-140	-0.4%	121-097
Close	121-012	120-260	-0-072	-0.2%	121-170
Range	0-060	0-185	0-125	208.3%	0-095
ATR	0-113	0-118	0-005	4.6%	0-000
Volume	385,502	805,302	419,800	108.9%	2,033,759

Daily Pivots for day following 15-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-171	122-081	121-042
R3	121-306	121-216	120-311
R2	121-121	121-121	120-294
R1	121-031	121-031	120-277	120-304
PP	120-256	120-256	120-256	120-233
S1	120-166	120-166	120-243	120-118
S2	120-071	120-071	120-226
S3	119-206	119-301	120-209
S4	119-021	119-116	120-158

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	120-162	1-045	0.9%	0-105	0.3%	27%	False	True	498,908
10	121-207	120-162	1-045	0.9%	0-104	0.3%	27%	False	True	499,478
20	121-225	120-162	1-063	1.0%	0-103	0.3%	26%	False	True	510,941
40	121-225	119-272	1-273	1.5%	0-134	0.3%	52%	False	False	596,085
60	123-227	119-272	3-275	3.2%	0-138	0.4%	25%	False	False	652,940
80	124-150	119-272	4-198	3.8%	0-117	0.3%	21%	False	False	492,896

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 9 trading days

Fibonacci Retracements and Extensions
4.250	123-173
2.618	122-191
1.618	122-006
1.000	121-212
0.618	121-141
HIGH	121-027
0.618	120-276
0.500	120-254
0.382	120-233
LOW	120-162
0.618	120-048
1.000	119-297
1.618	119-183
2.618	118-318
4.250	118-016

Fisher Pivots for day following 15-Aug-2013
Pivot	1 day	3 day
R1	120-258	120-307
PP	120-256	120-291
S1	120-254	120-276

Download as Excel Spreadsheet

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

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