ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 120-220 120-180 -0-040 -0.1% 120-220
High 120-220 120-190 -0-030 -0.1% 120-230
Low 120-170 120-160 -0-010 0.0% 119-280
Close 120-170 120-170 0-000 0.0% 120-230
Range 0-050 0-030 -0-020 -40.0% 0-270
ATR 0-101 0-096 -0-005 -5.0% 0-000
Volume 2,088 621 -1,467 -70.3% 4,974
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 120-263 120-247 120-186
R3 120-233 120-217 120-178
R2 120-203 120-203 120-176
R1 120-187 120-187 120-173 120-180
PP 120-173 120-173 120-173 120-170
S1 120-157 120-157 120-167 120-150
S2 120-143 120-143 120-164
S3 120-113 120-127 120-162
S4 120-083 120-097 120-154
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% 0-122 0.3% 78% False False 1,235
10 120-250 119-280 0-290 0.8% 0-089 0.2% 72% False False 1,793
20 120-250 119-190 1-060 1.0% 0-064 0.2% 79% False False 1,113
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 120-318
2.618 120-269
1.618 120-239
1.000 120-220
0.618 120-209
HIGH 120-190
0.618 120-179
0.500 120-175
0.382 120-171
LOW 120-160
0.618 120-141
1.000 120-130
1.618 120-111
2.618 120-081
4.250 120-032
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 120-175 120-145
PP 120-173 120-120
S1 120-172 120-095

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

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