ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 120-170 120-030 -0-140 -0.4% 120-220
High 120-170 120-070 -0-100 -0.3% 120-230
Low 120-020 120-030 0-010 0.0% 120-160
Close 120-040 120-050 0-010 0.0% 120-220
Range 0-150 0-040 -0-110 -73.3% 0-070
ATR 0-086 0-083 -0-003 -3.8% 0-000
Volume 1,146 8,065 6,919 603.8% 8,292
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 120-170 120-150 120-072
R3 120-130 120-110 120-061
R2 120-090 120-090 120-057
R1 120-070 120-070 120-054 120-080
PP 120-050 120-050 120-050 120-055
S1 120-030 120-030 120-046 120-040
S2 120-010 120-010 120-043
S3 119-290 119-310 120-039
S4 119-250 119-270 120-028
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% 0-052 0.1% 13% False False 2,355
10 120-250 119-280 0-290 0.8% 0-073 0.2% 31% False False 2,020
20 120-250 119-280 0-290 0.8% 0-060 0.2% 31% False False 1,740
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-240
2.618 120-175
1.618 120-135
1.000 120-110
0.618 120-095
HIGH 120-070
0.618 120-055
0.500 120-050
0.382 120-045
LOW 120-030
0.618 120-005
1.000 119-310
1.618 119-285
2.618 119-245
4.250 119-180
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 120-050 120-135
PP 120-050 120-107
S1 120-050 120-078

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

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