ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 13-Aug-2013

Day Change Summary
	Previous	Current
	12-Aug-2013	13-Aug-2013	Change	Change %	Previous Week
Open	120-220	120-170	-0-050	-0.1%	120-220
High	120-250	120-170	-0-080	-0.2%	120-230
Low	120-200	120-020	-0-180	-0.5%	120-160
Close	120-200	120-040	-0-160	-0.4%	120-220
Range	0-050	0-150	0-100	200.0%	0-070
ATR	0-079	0-086	0-007	9.1%	0-000
Volume	302	1,146	844	279.5%	8,292

Daily Pivots for day following 13-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-207	121-113	120-122
R3	121-057	120-283	120-081
R2	120-227	120-227	120-068
R1	120-133	120-133	120-054	120-105
PP	120-077	120-077	120-077	120-062
S1	119-303	119-303	120-026	119-275
S2	119-247	119-247	120-012
S3	119-097	119-153	119-319
S4	118-267	119-003	119-278

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	120-020	0-230	0.6%	0-044	0.1%	9%	False	True	1,406
10	120-250	119-280	0-290	0.8%	0-083	0.2%	28%	False	False	1,320
20	120-250	119-280	0-290	0.8%	0-060	0.2%	28%	False	False	1,337

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-006
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-168
2.618	121-243
1.618	121-093
1.000	121-000
0.618	120-263
HIGH	120-170
0.618	120-113
0.500	120-095
0.382	120-077
LOW	120-020
0.618	119-247
1.000	119-190
1.618	119-097
2.618	118-267
4.250	118-022

Fisher Pivots for day following 13-Aug-2013
Pivot	1 day	3 day
R1	120-095	120-135
PP	120-077	120-103
S1	120-058	120-072

Download as Excel Spreadsheet

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

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