ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 23-Aug-2013

Day Change Summary
	Previous	Current
	22-Aug-2013	23-Aug-2013	Change	Change %	Previous Week
Open	120-090	120-020	-0-070	-0.2%	120-207
High	120-092	120-122	0-030	0.1%	120-242
Low	119-300	119-262	-0-038	-0.1%	119-262
Close	120-005	120-080	0-075	0.2%	120-080
Range	0-112	0-180	0-068	60.7%	0-300
ATR	0-122	0-126	0-004	3.4%	0-000
Volume	786,345	1,025,695	239,350	30.4%	3,622,191

Daily Pivots for day following 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-268	121-194	120-179
R3	121-088	121-014	120-130
R2	120-228	120-228	120-113
R1	120-154	120-154	120-096	120-191
PP	120-048	120-048	120-048	120-066
S1	119-294	119-294	120-064	120-011
S2	119-188	119-188	120-047
S3	119-008	119-114	120-030
S4	118-148	118-254	119-301

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-028	122-194	120-245
R3	122-048	121-214	120-162
R2	121-068	121-068	120-135
R1	120-234	120-234	120-108	120-161
PP	120-088	120-088	120-088	120-052
S1	119-254	119-254	120-052	119-181
S2	119-108	119-108	120-025
S3	118-128	118-274	119-318
S4	117-148	117-294	119-235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-242	119-262	0-300	0.8%	0-130	0.3%	46%	False	True	724,438
10	121-207	119-262	1-265	1.5%	0-127	0.3%	24%	False	True	636,934
20	121-207	119-262	1-265	1.5%	0-116	0.3%	24%	False	True	573,776
40	121-225	119-262	1-283	1.6%	0-123	0.3%	23%	False	True	561,163
60	122-310	119-262	3-048	2.6%	0-137	0.4%	14%	False	True	660,254
80	124-150	119-262	4-208	3.9%	0-125	0.3%	9%	False	True	545,325
100	124-150	119-262	4-208	3.9%	0-103	0.3%	9%	False	True	436,584

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	122-247
2.618	121-273
1.618	121-093
1.000	120-302
0.618	120-233
HIGH	120-122
0.618	120-053
0.500	120-032
0.382	120-011
LOW	119-262
0.618	119-151
1.000	119-082
1.618	118-291
2.618	118-111
4.250	117-137

Fisher Pivots for day following 23-Aug-2013
Pivot	1 day	3 day
R1	120-064	120-090
PP	120-048	120-086
S1	120-032	120-083

Download as Excel Spreadsheet

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

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