ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 13-Sep-2013

Day Change Summary
	Previous	Current
	12-Sep-2013	13-Sep-2013	Change	Change %	Previous Week
Open	120-072	119-272	-0-120	-0.3%	119-237
High	120-092	120-047	-0-045	-0.1%	120-092
Low	120-022	119-267	-0-075	-0.2%	119-235
Close	120-027	120-030	0-003	0.0%	120-030
Range	0-070	0-100	0-030	42.9%	0-177
ATR	0-130	0-128	-0-002	-1.6%	0-000
Volume	8,465	2,673	-5,792	-68.4%	74,921

Daily Pivots for day following 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-308	120-269	120-085
R3	120-208	120-169	120-058
R2	120-108	120-108	120-048
R1	120-069	120-069	120-039	120-088
PP	120-008	120-008	120-008	120-018
S1	119-289	119-289	120-021	119-308
S2	119-228	119-228	120-012
S3	119-128	119-189	120-002
S4	119-028	119-089	119-295

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-223	121-144	120-127
R3	121-046	120-287	120-079
R2	120-189	120-189	120-062
R1	120-110	120-110	120-046	120-150
PP	120-012	120-012	120-012	120-032
S1	119-253	119-253	120-014	119-292
S2	119-155	119-155	119-318
S3	118-298	119-076	119-301
S4	118-121	118-219	119-253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-092	119-235	0-177	0.5%	0-091	0.2%	65%	False	False	14,984
10	120-205	119-092	1-113	1.1%	0-126	0.3%	60%	False	False	59,596
20	120-267	119-092	1-175	1.3%	0-126	0.3%	52%	False	False	447,772
40	121-225	119-092	2-133	2.0%	0-114	0.3%	33%	False	False	479,356
60	121-225	119-092	2-133	2.0%	0-131	0.3%	33%	False	False	546,647
80	123-227	119-092	4-135	3.7%	0-135	0.4%	18%	False	False	601,648
100	124-150	119-092	5-058	4.3%	0-119	0.3%	16%	False	False	483,871

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	0-015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-152
2.618	120-309
1.618	120-209
1.000	120-147
0.618	120-109
HIGH	120-047
0.618	120-009
0.500	119-317
0.382	119-305
LOW	119-267
0.618	119-205
1.000	119-167
1.618	119-105
2.618	119-005
4.250	118-162

Fisher Pivots for day following 13-Sep-2013
Pivot	1 day	3 day
R1	120-019	120-022
PP	120-008	120-014
S1	119-317	120-006

Download as Excel Spreadsheet

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

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