ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 25-Jul-2013

Day Change Summary
	Previous	Current
	24-Jul-2013	25-Jul-2013	Change	Change %	Previous Week
Open	120-200	120-130	-0-070	-0.2%	120-030
High	120-250	120-130	-0-120	-0.3%	120-250
Low	120-130	120-080	-0-050	-0.1%	120-030
Close	120-130	120-110	-0-020	-0.1%	120-240
Range	0-120	0-050	-0-070	-58.3%	0-220
ATR	0-087	0-084	-0-003	-3.0%	0-000
Volume	1,504	7,905	6,401	425.6%	1,623

Daily Pivots for day following 25-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-257	120-233	120-138
R3	120-207	120-183	120-124
R2	120-157	120-157	120-119
R1	120-133	120-133	120-115	120-120
PP	120-107	120-107	120-107	120-100
S1	120-083	120-083	120-105	120-070
S2	120-057	120-057	120-101
S3	120-007	120-033	120-096
S4	119-277	119-303	120-082

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	120-080	0-170	0.4%	0-044	0.1%	18%	False	True	2,138
10	120-250	120-010	0-240	0.6%	0-047	0.1%	42%	False	False	1,242

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-022
2.618	120-261
1.618	120-211
1.000	120-180
0.618	120-161
HIGH	120-130
0.618	120-111
0.500	120-105
0.382	120-099
LOW	120-080
0.618	120-049
1.000	120-030
1.618	119-319
2.618	119-269
4.250	119-188

Fisher Pivots for day following 25-Jul-2013
Pivot	1 day	3 day
R1	120-108	120-165
PP	120-107	120-147
S1	120-105	120-128

Download as Excel Spreadsheet

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

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