ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 22-Aug-2013

Day Change Summary
	Previous	Current
	21-Aug-2013	22-Aug-2013	Change	Change %	Previous Week
Open	120-220	120-090	-0-130	-0.3%	121-167
High	120-237	120-092	-0-145	-0.4%	121-207
Low	120-075	119-300	-0-095	-0.2%	120-125
Close	120-130	120-005	-0-125	-0.3%	120-192
Range	0-162	0-112	-0-050	-30.9%	1-082
ATR	0-120	0-122	0-002	1.8%	0-000
Volume	714,824	786,345	71,521	10.0%	2,747,156

Daily Pivots for day following 22-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-042	120-295	120-067
R3	120-250	120-183	120-036
R2	120-138	120-138	120-026
R1	120-071	120-071	120-015	120-048
PP	120-026	120-026	120-026	120-014
S1	119-279	119-279	119-315	119-256
S2	119-234	119-234	119-304
S3	119-122	119-167	119-294
S4	119-010	119-055	119-263

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	120-267	119-300	0-287	0.7%	0-123	0.3%	9%	False	True	636,878
10	121-207	119-300	1-227	1.4%	0-114	0.3%	5%	False	True	567,893
20	121-207	119-300	1-227	1.4%	0-110	0.3%	5%	False	True	542,795
40	121-225	119-272	1-273	1.5%	0-122	0.3%	9%	False	False	554,141
60	122-310	119-272	3-038	2.6%	0-136	0.4%	5%	False	False	658,068
80	124-150	119-272	4-198	3.8%	0-123	0.3%	4%	False	False	532,541
100	124-150	119-272	4-198	3.8%	0-101	0.3%	4%	False	False	426,327

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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-248
2.618	121-065
1.618	120-273
1.000	120-204
0.618	120-161
HIGH	120-092
0.618	120-049
0.500	120-036
0.382	120-023
LOW	119-300
0.618	119-231
1.000	119-188
1.618	119-119
2.618	119-007
4.250	118-144

Fisher Pivots for day following 22-Aug-2013
Pivot	1 day	3 day
R1	120-036	120-111
PP	120-026	120-076
S1	120-015	120-040

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols