ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 121-010 120-255 -0-075 -0.2% 121-167
High 121-027 120-267 -0-080 -0.2% 121-207
Low 120-162 120-125 -0-037 -0.1% 120-125
Close 120-260 120-192 -0-068 -0.2% 120-192
Range 0-185 0-142 -0-043 -23.2% 1-082
ATR 0-118 0-120 0-002 1.5% 0-000
Volume 805,302 587,898 -217,404 -27.0% 2,747,156
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-301 121-228 120-270
R3 121-159 121-086 120-231
R2 121-017 121-017 120-218
R1 120-264 120-264 120-205 120-230
PP 120-195 120-195 120-195 120-177
S1 120-122 120-122 120-179 120-088
S2 120-053 120-053 120-166
S3 119-231 119-300 120-153
S4 119-089 119-158 120-114
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 124-207 123-282 121-093
R3 123-125 122-200 120-303
R2 122-043 122-043 120-266
R1 121-118 121-118 120-229 121-040
PP 120-281 120-281 120-281 120-242
S1 120-036 120-036 120-155 119-278
S2 119-199 119-199 120-118
S3 118-117 118-274 120-081
S4 117-035 117-192 119-291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-207 120-125 1-082 1.0% 0-124 0.3% 17% False True 549,431
10 121-207 120-125 1-082 1.0% 0-091 0.2% 17% False True 478,091
20 121-225 120-125 1-100 1.1% 0-106 0.3% 16% False True 523,847
40 121-225 119-272 1-273 1.5% 0-133 0.3% 40% False False 582,016
60 123-110 119-272 3-158 2.9% 0-137 0.4% 21% False False 659,425
80 124-150 119-272 4-198 3.8% 0-118 0.3% 16% False False 500,232
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-230
2.618 121-319
1.618 121-177
1.000 121-089
0.618 121-035
HIGH 120-267
0.618 120-213
0.500 120-196
0.382 120-179
LOW 120-125
0.618 120-037
1.000 119-303
1.618 119-215
2.618 119-073
4.250 118-162
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 120-196 120-244
PP 120-195 120-226
S1 120-193 120-209

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

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