ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 120-230 120-200 -0-030 -0.1% 120-030
High 120-240 120-230 -0-010 0.0% 120-250
Low 120-230 120-190 -0-040 -0.1% 120-030
Close 120-230 120-220 -0-010 0.0% 120-240
Range 0-010 0-040 0-030 300.0% 0-220
ATR 0-088 0-084 -0-003 -3.9% 0-000
Volume 503 278 -225 -44.7% 1,623
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 121-013 120-317 120-242
R3 120-293 120-277 120-231
R2 120-253 120-253 120-227
R1 120-237 120-237 120-224 120-245
PP 120-213 120-213 120-213 120-218
S1 120-197 120-197 120-216 120-205
S2 120-173 120-173 120-213
S3 120-133 120-157 120-209
S4 120-093 120-117 120-198
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-193 122-117 121-041
R3 121-293 121-217 120-300
R2 121-073 121-073 120-280
R1 120-317 120-317 120-260 121-035
PP 120-173 120-173 120-173 120-192
S1 120-097 120-097 120-220 120-135
S2 119-273 119-273 120-200
S3 119-053 119-197 120-180
S4 118-153 118-297 120-119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-250 120-190 0-060 0.2% 0-018 0.0% 50% False True 358
10 120-250 119-190 1-060 1.0% 0-038 0.1% 92% False False 434
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-080
2.618 121-015
1.618 120-295
1.000 120-270
0.618 120-255
HIGH 120-230
0.618 120-215
0.500 120-210
0.382 120-205
LOW 120-190
0.618 120-165
1.000 120-150
1.618 120-125
2.618 120-085
4.250 120-020
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 120-217 120-218
PP 120-213 120-217
S1 120-210 120-215

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

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