ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 120-030 120-060 0-030 0.1% 120-220
High 120-070 120-060 -0-010 0.0% 120-230
Low 120-030 119-200 -0-150 -0.4% 120-160
Close 120-050 119-290 -0-080 -0.2% 120-220
Range 0-040 0-180 0-140 350.0% 0-070
ATR 0-083 0-090 0-007 8.3% 0-000
Volume 8,065 3,760 -4,305 -53.4% 8,292
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-190 121-100 120-069
R3 121-010 120-240 120-020
R2 120-150 120-150 120-003
R1 120-060 120-060 119-306 120-015
PP 119-290 119-290 119-290 119-268
S1 119-200 119-200 119-274 119-155
S2 119-110 119-110 119-257
S3 118-250 119-020 119-240
S4 118-070 118-160 119-191
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
5 120-250 119-200 1-050 1.0% 0-088 0.2% 24% False True 2,803
10 120-250 119-200 1-050 1.0% 0-079 0.2% 24% False True 2,244
20 120-250 119-200 1-050 1.0% 0-069 0.2% 24% False True 1,903
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 9 trading days
Fibonacci Retracements and Extensions
4.250 122-185
2.618 121-211
1.618 121-031
1.000 120-240
0.618 120-171
HIGH 120-060
0.618 119-311
0.500 119-290
0.382 119-269
LOW 119-200
0.618 119-089
1.000 119-020
1.618 118-229
2.618 118-049
4.250 117-075
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 119-290 120-025
PP 119-290 120-007
S1 119-290 119-308

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

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