ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 03-Sep-2013

Day Change Summary
	Previous	Current
	30-Aug-2013	03-Sep-2013	Change	Change %	Previous Week
Open	119-202	119-145	-0-057	-0.1%	119-110
High	119-240	119-150	-0-090	-0.2%	119-292
Low	119-160	119-000	-0-160	-0.4%	119-090
Close	119-217	119-107	-0-110	-0.3%	119-217
Range	0-080	0-150	0-070	87.5%	0-202
ATR	0-110	0-118	0-008	7.0%	0-000
Volume	669,190	944,262	275,072	41.1%	2,913,426

Daily Pivots for day following 03-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-216	120-151	119-190
R3	120-066	120-001	119-148
R2	119-236	119-236	119-134
R1	119-171	119-171	119-121	119-128
PP	119-086	119-086	119-086	119-064
S1	119-021	119-021	119-093	118-298
S2	118-256	118-256	119-080
S3	118-106	118-191	119-066
S4	117-276	118-041	119-024

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-166	121-073	120-008
R3	120-284	120-191	119-273
R2	120-082	120-082	119-254
R1	119-309	119-309	119-236	120-036
PP	119-200	119-200	119-200	119-223
S1	119-107	119-107	119-198	119-154
S2	118-318	118-318	119-180
S3	118-116	118-225	119-161
S4	117-234	118-023	119-106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-292	119-000	0-292	0.8%	0-126	0.3%	37%	False	True	720,113
10	119-292	118-280	1-012	0.9%	0-127	0.3%	44%	False	False	415,881
20	120-250	118-280	1-290	1.6%	0-097	0.3%	24%	False	False	210,066
40	120-250	118-280	1-290	1.6%	0-080	0.2%	24%	False	False	105,584

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	121-148
2.618	120-223
1.618	120-073
1.000	119-300
0.618	119-243
HIGH	119-150
0.618	119-093
0.500	119-075
0.382	119-057
LOW	119-000
0.618	118-227
1.000	118-170
1.618	118-077
2.618	117-247
4.250	117-002

Fisher Pivots for day following 03-Sep-2013
Pivot	1 day	3 day
R1	119-096	119-120
PP	119-086	119-116
S1	119-075	119-111

Download as Excel Spreadsheet

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

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