ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 22-Aug-2013

Day Change Summary
	Previous	Current
	21-Aug-2013	22-Aug-2013	Change	Change %	Previous Week
Open	119-250	119-100	-0-150	-0.4%	120-220
High	119-260	119-110	-0-150	-0.4%	120-250
Low	119-100	119-000	-0-100	-0.3%	119-150
Close	119-150	119-020	-0-130	-0.3%	119-220
Range	0-160	0-110	-0-050	-31.3%	1-100
ATR	0-099	0-103	0-004	3.7%	0-000
Volume	101,777	77,077	-24,700	-24.3%	28,079

Daily Pivots for day following 22-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-053	119-307	119-080
R3	119-263	119-197	119-050
R2	119-153	119-153	119-040
R1	119-087	119-087	119-030	119-065
PP	119-043	119-043	119-043	119-032
S1	118-297	118-297	119-010	118-275
S2	118-253	118-253	119-000
S3	118-143	118-187	118-310
S4	118-033	118-077	118-280

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	119-290	119-000	0-290	0.8%	0-116	0.3%	7%	False	True	42,486
10	120-250	119-000	1-250	1.5%	0-102	0.3%	4%	False	True	22,644
20	120-250	119-000	1-250	1.5%	0-087	0.2%	4%	False	True	11,990

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	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-258
2.618	120-078
1.618	119-288
1.000	119-220
0.618	119-178
HIGH	119-110
0.618	119-068
0.500	119-055
0.382	119-042
LOW	119-000
0.618	118-252
1.000	118-210
1.618	118-142
2.618	118-032
4.250	117-172

Fisher Pivots for day following 22-Aug-2013
Pivot	1 day	3 day
R1	119-055	119-130
PP	119-043	119-093
S1	119-032	119-057

Download as Excel Spreadsheet

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

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