ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 20-Aug-2013

Day Change Summary
	Previous	Current
	19-Aug-2013	20-Aug-2013	Change	Change %	Previous Week
Open	120-207	120-140	-0-067	-0.2%	121-167
High	120-207	120-242	0-035	0.1%	121-207
Low	120-112	120-140	0-028	0.1%	120-125
Close	120-135	120-227	0-092	0.2%	120-192
Range	0-095	0-102	0-007	7.4%	1-082
ATR	0-118	0-117	-0-001	-0.7%	0-000
Volume	531,079	564,248	33,169	6.2%	2,747,156

Daily Pivots for day following 20-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-189	121-150	120-283
R3	121-087	121-048	120-255
R2	120-305	120-305	120-246
R1	120-266	120-266	120-236	120-286
PP	120-203	120-203	120-203	120-213
S1	120-164	120-164	120-218	120-184
S2	120-101	120-101	120-208
S3	119-319	120-062	120-199
S4	119-217	119-280	120-171

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	121-042	120-112	0-250	0.6%	0-117	0.3%	46%	False	False	574,805
10	121-207	120-112	1-095	1.1%	0-097	0.3%	28%	False	False	505,173
20	121-207	120-112	1-095	1.1%	0-109	0.3%	28%	False	False	534,850
40	121-225	119-272	1-273	1.5%	0-125	0.3%	46%	False	False	560,150
60	123-060	119-272	3-108	2.8%	0-138	0.4%	26%	False	False	670,622
80	124-150	119-272	4-198	3.8%	0-120	0.3%	19%	False	False	513,849

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-036
2.618	121-189
1.618	121-087
1.000	121-024
0.618	120-305
HIGH	120-242
0.618	120-203
0.500	120-191
0.382	120-179
LOW	120-140
0.618	120-077
1.000	120-038
1.618	119-295
2.618	119-193
4.250	119-026

Fisher Pivots for day following 20-Aug-2013
Pivot	1 day	3 day
R1	120-215	120-214
PP	120-203	120-202
S1	120-191	120-190

Download as Excel Spreadsheet

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

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