ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 27-Aug-2013

Day Change Summary
	Previous	Current
	26-Aug-2013	27-Aug-2013	Change	Change %	Previous Week
Open	120-095	120-145	0-050	0.1%	120-207
High	120-160	120-260	0-100	0.3%	120-242
Low	120-067	120-117	0-050	0.1%	119-262
Close	120-125	120-230	0-105	0.3%	120-080
Range	0-093	0-143	0-050	53.8%	0-300
ATR	0-124	0-125	0-001	1.1%	0-000
Volume	890,589	1,119,225	228,636	25.7%	3,622,191

Daily Pivots for day following 27-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-311	121-254	120-309
R3	121-168	121-111	120-269
R2	121-025	121-025	120-256
R1	120-288	120-288	120-243	120-316
PP	120-202	120-202	120-202	120-217
S1	120-145	120-145	120-217	120-174
S2	120-059	120-059	120-204
S3	119-236	120-002	120-191
S4	119-093	119-179	120-151

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	120-260	119-262	0-318	0.8%	0-138	0.4%	91%	True	False	907,335
10	121-042	119-262	1-100	1.1%	0-127	0.3%	69%	False	False	741,070
20	121-207	119-262	1-265	1.5%	0-122	0.3%	49%	False	False	636,884
40	121-225	119-262	1-283	1.6%	0-121	0.3%	48%	False	False	580,028
60	122-310	119-262	3-048	2.6%	0-135	0.4%	29%	False	False	655,121
80	124-010	119-262	4-068	3.5%	0-126	0.3%	21%	False	False	570,225
100	124-150	119-262	4-208	3.9%	0-105	0.3%	19%	False	False	456,672

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	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-228
2.618	121-314
1.618	121-171
1.000	121-083
0.618	121-028
HIGH	120-260
0.618	120-205
0.500	120-188
0.382	120-172
LOW	120-117
0.618	120-029
1.000	119-294
1.618	119-206
2.618	119-063
4.250	118-149

Fisher Pivots for day following 27-Aug-2013
Pivot	1 day	3 day
R1	120-216	120-187
PP	120-202	120-144
S1	120-188	120-101

Download as Excel Spreadsheet

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

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