ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 23-Aug-2013

Day Change Summary
	Previous	Current
	22-Aug-2013	23-Aug-2013	Change	Change %	Previous Week
Open	119-100	119-030	-0-070	-0.2%	119-160
High	119-110	119-140	0-030	0.1%	119-260
Low	119-000	118-280	-0-040	-0.1%	118-280
Close	119-020	119-100	0-080	0.2%	119-100
Range	0-110	0-180	0-070	63.6%	0-300
ATR	0-103	0-108	0-006	5.4%	0-000
Volume	77,077	111,741	34,664	45.0%	309,365

Daily Pivots for day following 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-287	120-213	119-199
R3	120-107	120-033	119-150
R2	119-247	119-247	119-133
R1	119-173	119-173	119-116	119-210
PP	119-067	119-067	119-067	119-085
S1	118-313	118-313	119-084	119-030
S2	118-207	118-207	119-067
S3	118-027	118-133	119-050
S4	117-167	117-273	119-001

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-047	121-213	119-265
R3	121-067	120-233	119-182
R2	120-087	120-087	119-155
R1	119-253	119-253	119-128	119-180
PP	119-107	119-107	119-107	119-070
S1	118-273	118-273	119-072	118-200
S2	118-127	118-127	119-045
S3	117-147	117-293	119-018
S4	116-167	116-313	118-255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-260	118-280	0-300	0.8%	0-124	0.3%	47%	False	True	61,873
10	120-250	118-280	1-290	1.6%	0-118	0.3%	23%	False	True	33,744
20	120-250	118-280	1-290	1.6%	0-096	0.3%	23%	False	True	17,535

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-265
2.618	120-291
1.618	120-111
1.000	120-000
0.618	119-251
HIGH	119-140
0.618	119-071
0.500	119-050
0.382	119-029
LOW	118-280
0.618	118-169
1.000	118-100
1.618	117-309
2.618	117-129
4.250	116-155

Fisher Pivots for day following 23-Aug-2013
Pivot	1 day	3 day
R1	119-083	119-110
PP	119-067	119-107
S1	119-050	119-103

Download as Excel Spreadsheet

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

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