ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 120-170 120-100 -0-070 -0.2% 120-230
High 120-170 120-100 -0-070 -0.2% 120-250
Low 120-030 119-300 -0-050 -0.1% 120-080
Close 120-160 119-300 -0-180 -0.5% 120-210
Range 0-140 0-120 -0-020 -14.3% 0-170
ATR 0-085 0-092 0-007 8.0% 0-000
Volume 1,071 1,518 447 41.7% 11,032
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-060 120-300 120-046
R3 120-260 120-180 120-013
R2 120-140 120-140 120-002
R1 120-060 120-060 119-311 120-040
PP 120-020 120-020 120-020 120-010
S1 119-260 119-260 119-289 119-240
S2 119-220 119-220 119-278
S3 119-100 119-140 119-267
S4 118-300 119-020 119-234
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
5 120-220 119-300 0-240 0.6% 0-074 0.2% 0% False True 987
10 120-250 119-300 0-270 0.7% 0-059 0.2% 0% False True 1,562
20 120-250 119-040 1-210 1.4% 0-047 0.1% 49% False False 975
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 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-290
2.618 121-094
1.618 120-294
1.000 120-220
0.618 120-174
HIGH 120-100
0.618 120-054
0.500 120-040
0.382 120-026
LOW 119-300
0.618 119-226
1.000 119-180
1.618 119-106
2.618 118-306
4.250 118-110
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 120-040 120-095
PP 120-020 120-057
S1 120-000 120-018

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

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