ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 16-Aug-2013

Day Change Summary
	Previous	Current
	15-Aug-2013	16-Aug-2013	Change	Change %	Previous Week
Open	120-060	119-280	-0-100	-0.3%	120-220
High	120-060	119-290	-0-090	-0.2%	120-250
Low	119-200	119-150	-0-050	-0.1%	119-150
Close	119-290	119-220	-0-070	-0.2%	119-220
Range	0-180	0-140	-0-040	-22.2%	1-100
ATR	0-090	0-094	0-004	4.0%	0-000
Volume	3,760	14,806	11,046	293.8%	28,079

Daily Pivots for day following 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-000	120-250	119-297
R3	120-180	120-110	119-258
R2	120-040	120-040	119-246
R1	119-290	119-290	119-233	119-255
PP	119-220	119-220	119-220	119-202
S1	119-150	119-150	119-207	119-115
S2	119-080	119-080	119-194
S3	118-260	119-010	119-182
S4	118-120	118-190	119-143

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-293	123-037	120-131
R3	122-193	121-257	120-016
R2	121-093	121-093	119-297
R1	120-157	120-157	119-258	120-075
PP	119-313	119-313	119-313	119-272
S1	119-057	119-057	119-182	118-295
S2	118-213	118-213	119-143
S3	117-113	117-277	119-104
S4	116-013	116-177	118-309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-250	119-150	1-100	1.1%	0-112	0.3%	17%	False	True	5,615
10	120-250	119-150	1-100	1.1%	0-066	0.2%	17%	False	True	3,637
20	120-250	119-150	1-100	1.1%	0-076	0.2%	17%	False	True	2,618

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-245
2.618	121-017
1.618	120-197
1.000	120-110
0.618	120-057
HIGH	119-290
0.618	119-237
0.500	119-220
0.382	119-203
LOW	119-150
0.618	119-063
1.000	119-010
1.618	118-243
2.618	118-103
4.250	117-195

Fisher Pivots for day following 16-Aug-2013
Pivot	1 day	3 day
R1	119-220	119-270
PP	119-220	119-253
S1	119-220	119-237

Download as Excel Spreadsheet

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

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