ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 11-Sep-2013

Day Change Summary
	Previous	Current
	10-Sep-2013	11-Sep-2013	Change	Change %	Previous Week
Open	119-295	119-250	-0-045	-0.1%	120-097
High	119-295	120-035	0-060	0.2%	120-135
Low	119-242	119-240	-0-002	0.0%	119-092
Close	119-260	120-027	0-087	0.2%	119-235
Range	0-053	0-115	0-062	117.0%	1-043
ATR	0-136	0-134	-0-001	-1.1%	0-000
Volume	22,347	21,165	-1,182	-5.3%	292,314

Daily Pivots for day following 11-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-019	120-298	120-090
R3	120-224	120-183	120-059
R2	120-109	120-109	120-048
R1	120-068	120-068	120-038	120-088
PP	119-314	119-314	119-314	120-004
S1	119-273	119-273	120-016	119-294
S2	119-199	119-199	120-006
S3	119-084	119-158	119-315
S4	118-289	119-043	119-284

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-070	122-195	120-115
R3	122-027	121-152	120-015
R2	120-304	120-304	119-302
R1	120-109	120-109	119-268	120-025
PP	119-261	119-261	119-261	119-218
S1	119-066	119-066	119-202	118-302
S2	118-218	118-218	119-168
S3	117-175	118-023	119-135
S4	116-132	116-300	119-035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-035	119-092	0-263	0.7%	0-143	0.4%	97%	True	False	27,429
10	120-245	119-092	1-153	1.2%	0-132	0.3%	54%	False	False	272,441
20	121-042	119-092	1-270	1.5%	0-130	0.3%	43%	False	False	506,756
40	121-225	119-092	2-133	2.0%	0-117	0.3%	33%	False	False	509,658
60	122-182	119-092	3-090	2.7%	0-136	0.4%	24%	False	False	571,855
80	123-227	119-092	4-135	3.7%	0-135	0.4%	18%	False	False	603,145
100	124-150	119-092	5-058	4.3%	0-117	0.3%	15%	False	False	483,790

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-204
2.618	121-016
1.618	120-221
1.000	120-150
0.618	120-106
HIGH	120-035
0.618	119-311
0.500	119-298
0.382	119-284
LOW	119-240
0.618	119-169
1.000	119-125
1.618	119-054
2.618	118-259
4.250	118-071

Fisher Pivots for day following 11-Sep-2013
Pivot	1 day	3 day
R1	120-010	120-010
PP	119-314	119-312
S1	119-298	119-295

Download as Excel Spreadsheet

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

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