ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 120-200 120-220 0-020 0.1% 120-230
High 120-210 120-220 0-010 0.0% 120-250
Low 120-200 120-170 -0-030 -0.1% 120-080
Close 120-210 120-190 -0-020 -0.1% 120-210
Range 0-010 0-050 0-040 400.0% 0-170
ATR 0-085 0-083 -0-003 -3.0% 0-000
Volume 842 358 -484 -57.5% 11,032
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 121-023 120-317 120-218
R3 120-293 120-267 120-204
R2 120-243 120-243 120-199
R1 120-217 120-217 120-195 120-205
PP 120-193 120-193 120-193 120-188
S1 120-167 120-167 120-185 120-155
S2 120-143 120-143 120-181
S3 120-093 120-117 120-176
S4 120-043 120-067 120-162
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-050 121-300 120-304
R3 121-200 121-130 120-257
R2 121-030 121-030 120-241
R1 120-280 120-280 120-226 120-230
PP 120-180 120-180 120-180 120-155
S1 120-110 120-110 120-194 120-060
S2 120-010 120-010 120-179
S3 119-160 119-260 120-163
S4 118-310 119-090 120-116
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% 0-054 0.1% 65% False False 2,177
10 120-250 120-080 0-170 0.4% 0-035 0.1% 65% False False 1,247
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-112
2.618 121-031
1.618 120-301
1.000 120-270
0.618 120-251
HIGH 120-220
0.618 120-201
0.500 120-195
0.382 120-189
LOW 120-170
0.618 120-139
1.000 120-120
1.618 120-089
2.618 120-039
4.250 119-278
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 120-195 120-177
PP 120-193 120-163
S1 120-192 120-150

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

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