ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 29-Aug-2013

Day Change Summary
	Previous	Current
	28-Aug-2013	29-Aug-2013	Change	Change %	Previous Week
Open	119-265	119-202	-0-063	-0.2%	119-160
High	119-282	119-237	-0-045	-0.1%	119-260
Low	119-162	119-105	-0-057	-0.1%	118-280
Close	119-182	119-220	0-038	0.1%	119-100
Range	0-120	0-132	0-012	10.0%	0-300
ATR	0-111	0-112	0-002	1.4%	0-000
Volume	849,420	571,664	-277,756	-32.7%	309,365

Daily Pivots for day following 29-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-263	120-214	119-293
R3	120-131	120-082	119-256
R2	119-319	119-319	119-244
R1	119-270	119-270	119-232	119-294
PP	119-187	119-187	119-187	119-200
S1	119-138	119-138	119-208	119-162
S2	119-055	119-055	119-196
S3	118-243	119-006	119-184
S4	118-111	118-194	119-147

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%	0-134	0.3%	78%	False	False	471,195
10	119-292	118-280	1-012	0.9%	0-125	0.3%	78%	False	False	256,840
20	120-250	118-280	1-290	1.6%	0-102	0.3%	43%	False	False	129,542
40	120-250	118-280	1-290	1.6%	0-074	0.2%	43%	False	False	65,259

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	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-158
2.618	120-263
1.618	120-131
1.000	120-049
0.618	119-319
HIGH	119-237
0.618	119-187
0.500	119-171
0.382	119-155
LOW	119-105
0.618	119-023
1.000	118-293
1.618	118-211
2.618	118-079
4.250	117-184

Fisher Pivots for day following 29-Aug-2013
Pivot	1 day	3 day
R1	119-204	119-213
PP	119-187	119-206
S1	119-171	119-198

Download as Excel Spreadsheet

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

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