ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 119-165 119-265 0-100 0.3% 119-160
High 119-292 119-282 -0-010 0.0% 119-260
Low 119-145 119-162 0-017 0.0% 118-280
Close 119-265 119-182 -0-083 -0.2% 119-100
Range 0-147 0-120 -0-027 -18.4% 0-300
ATR 0-110 0-111 0-001 0.7% 0-000
Volume 566,030 849,420 283,390 50.1% 309,365
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 120-249 120-175 119-248
R3 120-129 120-055 119-215
R2 120-009 120-009 119-204
R1 119-255 119-255 119-193 119-232
PP 119-209 119-209 119-209 119-197
S1 119-135 119-135 119-171 119-112
S2 119-089 119-089 119-160
S3 118-289 119-015 119-149
S4 118-169 118-215 119-116
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% 0-129 0.3% 67% False False 372,278
10 120-060 118-280 1-100 1.1% 0-130 0.3% 53% False False 200,050
20 120-250 118-280 1-290 1.6% 0-101 0.3% 36% False False 101,035
40 120-250 118-280 1-290 1.6% 0-071 0.2% 36% False False 50,969
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-152
2.618 120-276
1.618 120-156
1.000 120-082
0.618 120-036
HIGH 119-282
0.618 119-236
0.500 119-222
0.382 119-208
LOW 119-162
0.618 119-088
1.000 119-042
1.618 118-288
2.618 118-168
4.250 117-292
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 119-222 119-191
PP 119-209 119-188
S1 119-195 119-185

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

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