ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 19-Aug-2013

Day Change Summary
	Previous	Current
	16-Aug-2013	19-Aug-2013	Change	Change %	Previous Week
Open	119-280	119-160	-0-120	-0.3%	120-220
High	119-290	119-200	-0-090	-0.2%	120-250
Low	119-150	119-130	-0-020	-0.1%	119-150
Close	119-220	119-150	-0-070	-0.2%	119-220
Range	0-140	0-070	-0-070	-50.0%	1-100
ATR	0-094	0-093	0-000	-0.3%	0-000
Volume	14,806	8,243	-6,563	-44.3%	28,079

Daily Pivots for day following 19-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-050	120-010	119-188
R3	119-300	119-260	119-169
R2	119-230	119-230	119-163
R1	119-190	119-190	119-156	119-175
PP	119-160	119-160	119-160	119-152
S1	119-120	119-120	119-144	119-105
S2	119-090	119-090	119-137
S3	119-020	119-050	119-131
S4	118-270	118-300	119-112

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	120-170	119-130	1-040	0.9%	0-116	0.3%	6%	False	True	7,204
10	120-250	119-130	1-120	1.2%	0-068	0.2%	5%	False	True	4,252
20	120-250	119-130	1-120	1.2%	0-079	0.2%	5%	False	True	3,005

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	0-008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-178
2.618	120-063
1.618	119-313
1.000	119-270
0.618	119-243
HIGH	119-200
0.618	119-173
0.500	119-165
0.382	119-157
LOW	119-130
0.618	119-087
1.000	119-060
1.618	119-017
2.618	118-267
4.250	118-152

Fisher Pivots for day following 19-Aug-2013
Pivot	1 day	3 day
R1	119-165	119-255
PP	119-160	119-220
S1	119-155	119-185

Download as Excel Spreadsheet

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

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