ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 12-Aug-2013

Day Change Summary
	Previous	Current
	09-Aug-2013	12-Aug-2013	Change	Change %	Previous Week
Open	120-220	120-220	0-000	0.0%	120-220
High	120-230	120-250	0-020	0.1%	120-230
Low	120-210	120-200	-0-010	0.0%	120-160
Close	120-220	120-200	-0-020	-0.1%	120-220
Range	0-020	0-050	0-030	150.0%	0-070
ATR	0-082	0-079	-0-002	-2.8%	0-000
Volume	746	302	-444	-59.5%	8,292

Daily Pivots for day following 12-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-047	121-013	120-228
R3	120-317	120-283	120-214
R2	120-267	120-267	120-209
R1	120-233	120-233	120-205	120-225
PP	120-217	120-217	120-217	120-212
S1	120-183	120-183	120-195	120-175
S2	120-167	120-167	120-191
S3	120-117	120-133	120-186
S4	120-067	120-083	120-172

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-093	121-067	120-258
R3	121-023	120-317	120-239
R2	120-273	120-273	120-233
R1	120-247	120-247	120-226	120-255
PP	120-203	120-203	120-203	120-208
S1	120-177	120-177	120-214	120-185
S2	120-133	120-133	120-207
S3	120-063	120-107	120-201
S4	119-313	120-037	120-182

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-250	120-160	0-090	0.2%	0-020	0.1%	44%	True	False	1,301
10	120-250	119-280	0-290	0.8%	0-073	0.2%	83%	True	False	1,321
20	120-250	119-280	0-290	0.8%	0-054	0.1%	83%	True	False	1,284

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-142
2.618	121-061
1.618	121-011
1.000	120-300
0.618	120-281
HIGH	120-250
0.618	120-231
0.500	120-225
0.382	120-219
LOW	120-200
0.618	120-169
1.000	120-150
1.618	120-119
2.618	120-069
4.250	119-308

Fisher Pivots for day following 12-Aug-2013
Pivot	1 day	3 day
R1	120-225	120-225
PP	120-217	120-217
S1	120-208	120-208

Download as Excel Spreadsheet

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

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