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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols