ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 27-Aug-2013

Day Change Summary
	Previous	Current
	26-Aug-2013	27-Aug-2013	Change	Change %	Previous Week
Open	119-110	119-165	0-055	0.1%	119-160
High	119-180	119-292	0-112	0.3%	119-260
Low	119-090	119-145	0-055	0.1%	118-280
Close	119-150	119-265	0-115	0.3%	119-100
Range	0-090	0-147	0-057	63.3%	0-300
ATR	0-107	0-110	0-003	2.7%	0-000
Volume	257,122	566,030	308,908	120.1%	309,365

Daily Pivots for day following 27-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-035	120-297	120-026
R3	120-208	120-150	119-305
R2	120-061	120-061	119-292
R1	120-003	120-003	119-278	120-032
PP	119-234	119-234	119-234	119-248
S1	119-176	119-176	119-252	119-205
S2	119-087	119-087	119-238
S3	118-260	119-029	119-225
S4	118-113	118-202	119-184

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	119-292	118-280	1-012	0.9%	0-137	0.4%	92%	True	False	222,749
10	120-070	118-280	1-110	1.1%	0-122	0.3%	71%	False	False	115,914
20	120-250	118-280	1-290	1.6%	0-102	0.3%	50%	False	False	58,617

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-277
2.618	121-037
1.618	120-210
1.000	120-119
0.618	120-063
HIGH	119-292
0.618	119-236
0.500	119-218
0.382	119-201
LOW	119-145
0.618	119-054
1.000	118-318
1.618	118-227
2.618	118-080
4.250	117-160

Fisher Pivots for day following 27-Aug-2013
Pivot	1 day	3 day
R1	119-250	119-219
PP	119-234	119-172
S1	119-218	119-126

Download as Excel Spreadsheet

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

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