ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 03-Sep-2013

Day Change Summary
	Previous	Current
	30-Aug-2013	03-Sep-2013	Change	Change %	Previous Week
Open	120-177	120-097	-0-080	-0.2%	120-095
High	120-205	120-135	-0-070	-0.2%	120-260
Low	120-125	119-300	-0-145	-0.4%	120-067
Close	120-182	120-075	-0-107	-0.3%	120-182
Range	0-080	0-155	0-075	93.8%	0-193
ATR	0-121	0-127	0-006	4.7%	0-000
Volume	228,726	161,258	-67,468	-29.5%	4,378,131

Daily Pivots for day following 03-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-208	121-137	120-160
R3	121-053	120-302	120-118
R2	120-218	120-218	120-103
R1	120-147	120-147	120-089	120-105
PP	120-063	120-063	120-063	120-042
S1	119-312	119-312	120-061	119-270
S2	119-228	119-228	120-047
S3	119-073	119-157	120-032
S4	118-238	119-002	119-310

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-109	122-018	120-288
R3	121-236	121-145	120-235
R2	121-043	121-043	120-217
R1	120-272	120-272	120-200	120-318
PP	120-170	120-170	120-170	120-192
S1	120-079	120-079	120-164	120-124
S2	119-297	119-297	120-147
S3	119-104	119-206	120-129
S4	118-231	119-013	120-076

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-260	119-300	0-280	0.7%	0-123	0.3%	34%	False	True	729,760
10	120-260	119-262	0-318	0.8%	0-126	0.3%	42%	False	False	763,050
20	121-207	119-262	1-265	1.5%	0-110	0.3%	23%	False	False	626,868
40	121-225	119-262	1-283	1.6%	0-112	0.3%	22%	False	False	585,372
60	122-225	119-262	2-283	2.4%	0-134	0.3%	14%	False	False	645,797
80	123-280	119-262	4-018	3.4%	0-131	0.3%	10%	False	False	601,599
100	124-150	119-262	4-208	3.9%	0-109	0.3%	9%	False	False	481,944

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	122-154
2.618	121-221
1.618	121-066
1.000	120-290
0.618	120-231
HIGH	120-135
0.618	120-076
0.500	120-058
0.382	120-039
LOW	119-300
0.618	119-204
1.000	119-145
1.618	119-049
2.618	118-214
4.250	117-281

Fisher Pivots for day following 03-Sep-2013
Pivot	1 day	3 day
R1	120-069	120-092
PP	120-063	120-087
S1	120-058	120-081

Download as Excel Spreadsheet

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

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