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

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

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