ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 29-Aug-2013

Day Change Summary
	Previous	Current
	28-Aug-2013	29-Aug-2013	Change	Change %	Previous Week
Open	120-232	120-175	-0-057	-0.1%	120-207
High	120-245	120-205	-0-040	-0.1%	120-242
Low	120-132	120-080	-0-052	-0.1%	119-262
Close	120-155	120-192	0-037	0.1%	120-080
Range	0-113	0-125	0-012	10.6%	0-300
ATR	0-125	0-125	0-000	0.0%	0-000
Volume	1,249,511	890,080	-359,431	-28.8%	3,622,191

Daily Pivots for day following 29-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-214	121-168	120-261
R3	121-089	121-043	120-226
R2	120-284	120-284	120-215
R1	120-238	120-238	120-203	120-261
PP	120-159	120-159	120-159	120-170
S1	120-113	120-113	120-181	120-136
S2	120-034	120-034	120-169
S3	119-229	119-308	120-158
S4	119-104	119-183	120-123

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%	0-131	0.3%	79%	False	False	1,035,020
10	120-267	119-262	1-005	0.8%	0-127	0.3%	77%	False	False	835,949
20	121-207	119-262	1-265	1.5%	0-115	0.3%	43%	False	False	667,713
40	121-225	119-262	1-283	1.6%	0-121	0.3%	41%	False	False	611,843
60	122-310	119-262	3-048	2.6%	0-136	0.4%	25%	False	False	668,487
80	123-310	119-262	4-048	3.4%	0-129	0.3%	19%	False	False	596,774
100	124-150	119-262	4-208	3.9%	0-107	0.3%	17%	False	False	478,055

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	0-021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-096
2.618	121-212
1.618	121-087
1.000	121-010
0.618	120-282
HIGH	120-205
0.618	120-157
0.500	120-142
0.382	120-128
LOW	120-080
0.618	120-003
1.000	119-275
1.618	119-198
2.618	119-073
4.250	118-189

Fisher Pivots for day following 29-Aug-2013
Pivot	1 day	3 day
R1	120-176	120-185
PP	120-159	120-177
S1	120-142	120-170

Download as Excel Spreadsheet

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

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