ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 120-190 120-170 -0-020 -0.1% 120-230
High 120-210 120-170 -0-040 -0.1% 120-250
Low 120-160 120-030 -0-130 -0.3% 120-080
Close 120-160 120-160 0-000 0.0% 120-210
Range 0-050 0-140 0-090 180.0% 0-170
ATR 0-081 0-085 0-004 5.3% 0-000
Volume 1,147 1,071 -76 -6.6% 11,032
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 121-220 121-170 120-237
R3 121-080 121-030 120-198
R2 120-260 120-260 120-186
R1 120-210 120-210 120-173 120-165
PP 120-120 120-120 120-120 120-098
S1 120-070 120-070 120-147 120-025
S2 119-300 119-300 120-134
S3 119-160 119-250 120-122
S4 119-020 119-110 120-083
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
5 120-220 120-030 0-190 0.5% 0-060 0.2% 68% False True 2,264
10 120-250 120-030 0-220 0.6% 0-047 0.1% 59% False True 1,461
20 120-250 119-040 1-210 1.4% 0-041 0.1% 83% False False 903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 122-125
2.618 121-217
1.618 121-077
1.000 120-310
0.618 120-257
HIGH 120-170
0.618 120-117
0.500 120-100
0.382 120-083
LOW 120-030
0.618 119-263
1.000 119-210
1.618 119-123
2.618 118-303
4.250 118-075
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 120-140 120-148
PP 120-120 120-137
S1 120-100 120-125

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

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