ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 06-Sep-2013

Day Change Summary
	Previous	Current
	05-Sep-2013	06-Sep-2013	Change	Change %	Previous Week
Open	118-305	118-117	-0-188	-0.5%	119-145
High	118-307	119-080	0-093	0.2%	119-150
Low	118-115	118-100	-0-015	0.0%	118-100
Close	118-147	118-265	0-118	0.3%	118-265
Range	0-192	0-300	0-108	56.3%	1-050
ATR	0-125	0-137	0-013	10.0%	0-000
Volume	907,544	891,848	-15,696	-1.7%	3,379,919

Daily Pivots for day following 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-195	121-050	119-110
R3	120-215	120-070	119-028
R2	119-235	119-235	119-000
R1	119-090	119-090	118-292	119-162
PP	118-255	118-255	118-255	118-291
S1	118-110	118-110	118-238	118-182
S2	117-275	117-275	118-210
S3	116-295	117-130	118-182
S4	115-315	116-150	118-100

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-108	121-237	119-148
R3	121-058	120-187	119-047
R2	120-008	120-008	119-013
R1	119-137	119-137	118-299	119-048
PP	118-278	118-278	118-278	118-234
S1	118-087	118-087	118-231	117-318
S2	117-228	117-228	118-197
S3	116-178	117-037	118-163
S4	115-128	115-307	118-062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-240	118-100	1-140	1.2%	0-174	0.5%	36%	False	True	809,821
10	119-292	118-100	1-192	1.3%	0-154	0.4%	32%	False	True	640,508
20	120-250	118-100	2-150	2.1%	0-128	0.3%	21%	False	True	331,576
40	120-250	118-100	2-150	2.1%	0-094	0.2%	21%	False	True	166,433

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	123-075
2.618	121-225
1.618	120-245
1.000	120-060
0.618	119-265
HIGH	119-080
0.618	118-285
0.500	118-250
0.382	118-215
LOW	118-100
0.618	117-235
1.000	117-120
1.618	116-255
2.618	115-275
4.250	114-105

Fisher Pivots for day following 06-Sep-2013
Pivot	1 day	3 day
R1	118-260	118-268
PP	118-255	118-267
S1	118-250	118-266

Download as Excel Spreadsheet

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

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