ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 18-Sep-2013

Day Change Summary
	Previous	Current
	17-Sep-2013	18-Sep-2013	Change	Change %	Previous Week
Open	120-137	120-165	0-028	0.1%	119-237
High	120-200	121-157	0-277	0.7%	120-092
Low	120-127	120-100	-0-027	-0.1%	119-235
Close	120-177	121-120	0-263	0.7%	120-030
Range	0-073	1-057	0-304	416.4%	0-177
ATR	0-134	0-151	0-017	13.0%	0-000
Volume	4,225	34,655	30,430	720.2%	74,921

Daily Pivots for day following 18-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-190	124-052	122-007
R3	123-133	122-315	121-224
R2	122-076	122-076	121-189
R1	121-258	121-258	121-155	122-007
PP	121-019	121-019	121-019	121-054
S1	120-201	120-201	121-085	120-270
S2	119-282	119-282	121-051
S3	118-225	119-144	121-016
S4	117-168	118-087	120-233

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	121-157	119-267	1-210	1.4%	0-158	0.4%	93%	True	False	11,659
10	121-157	119-092	2-065	1.8%	0-150	0.4%	95%	True	False	19,544
20	121-157	119-092	2-065	1.8%	0-140	0.4%	95%	True	False	365,969
40	121-207	119-092	2-115	1.9%	0-124	0.3%	88%	False	False	450,410
60	121-225	119-092	2-133	2.0%	0-130	0.3%	86%	False	False	495,423
80	123-060	119-092	3-288	3.2%	0-138	0.4%	54%	False	False	594,459
100	124-150	119-092	5-058	4.3%	0-124	0.3%	40%	False	False	484,273

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	126-159
2.618	124-184
1.618	123-127
1.000	122-214
0.618	122-070
HIGH	121-157
0.618	121-013
0.500	120-288
0.382	120-244
LOW	120-100
0.618	119-187
1.000	119-043
1.618	118-130
2.618	117-073
4.250	115-098

Fisher Pivots for day following 18-Sep-2013
Pivot	1 day	3 day
R1	121-070	121-070
PP	121-019	121-019
S1	120-288	120-288

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols