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

Download as Excel Spreadsheet

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

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