ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 02-Aug-2013

Day Change Summary
	Previous	Current
	01-Aug-2013	02-Aug-2013	Change	Change %	Previous Week
Open	120-100	119-300	-0-120	-0.3%	120-220
High	120-100	120-230	0-130	0.3%	120-230
Low	119-300	119-280	-0-020	-0.1%	119-280
Close	119-300	120-230	0-250	0.7%	120-230
Range	0-120	0-270	0-150	125.0%	0-270
ATR	0-092	0-104	0-013	13.9%	0-000
Volume	1,518	880	-638	-42.0%	4,974

Daily Pivots for day following 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-310	122-220	121-058
R3	122-040	121-270	120-304
R2	121-090	121-090	120-280
R1	121-000	121-000	120-255	121-045
PP	120-140	120-140	120-140	120-162
S1	120-050	120-050	120-205	120-095
S2	119-190	119-190	120-180
S3	118-240	119-100	120-156
S4	117-290	118-150	120-082

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-310	122-220	121-058
R3	122-040	121-270	120-304
R2	121-090	121-090	120-280
R1	121-000	121-000	120-255	121-045
PP	120-140	120-140	120-140	120-162
S1	120-050	120-050	120-205	120-095
S2	119-190	119-190	120-180
S3	118-240	119-100	120-156
S4	117-290	118-150	120-082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-230	119-280	0-270	0.7%	0-126	0.3%	100%	True	True	994
10	120-250	119-280	0-290	0.8%	0-086	0.2%	93%	False	True	1,600
20	120-250	119-190	1-060	1.0%	0-060	0.2%	95%	False	False	1,018

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	124-098
2.618	122-297
1.618	122-027
1.000	121-180
0.618	121-077
HIGH	120-230
0.618	120-127
0.500	120-095
0.382	120-063
LOW	119-280
0.618	119-113
1.000	119-010
1.618	118-163
2.618	117-213
4.250	116-092

Fisher Pivots for day following 02-Aug-2013
Pivot	1 day	3 day
R1	120-185	120-185
PP	120-140	120-140
S1	120-095	120-095

Download as Excel Spreadsheet

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

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