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

Download as Excel Spreadsheet

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

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