ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 11-Sep-2013

Day Change Summary
	Previous	Current
	10-Sep-2013	11-Sep-2013	Change	Change %	Previous Week
Open	119-025	118-270	-0-075	-0.2%	119-145
High	119-037	119-075	0-038	0.1%	119-150
Low	118-262	118-262	0-000	0.0%	118-100
Close	118-287	119-065	0-098	0.3%	118-265
Range	0-095	0-133	0-038	40.0%	1-050
ATR	0-136	0-135	0-000	-0.1%	0-000
Volume	562,155	818,351	256,196	45.6%	3,379,919

Daily Pivots for day following 11-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-106	120-059	119-138
R3	119-293	119-246	119-102
R2	119-160	119-160	119-089
R1	119-113	119-113	119-077	119-136
PP	119-027	119-027	119-027	119-039
S1	118-300	118-300	119-053	119-004
S2	118-214	118-214	119-041
S3	118-081	118-167	119-028
S4	117-268	118-034	118-312

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	119-080	118-100	0-300	0.8%	0-170	0.4%	95%	False	False	747,996
10	119-282	118-100	1-182	1.3%	0-148	0.4%	57%	False	False	741,078
20	120-070	118-100	1-290	1.6%	0-135	0.4%	47%	False	False	428,496
40	120-250	118-100	2-150	2.1%	0-097	0.3%	36%	False	False	214,917

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-000
2.618	120-103
1.618	119-290
1.000	119-208
0.618	119-157
HIGH	119-075
0.618	119-024
0.500	119-008
0.382	118-313
LOW	118-262
0.618	118-180
1.000	118-129
1.618	118-047
2.618	117-234
4.250	117-017

Fisher Pivots for day following 11-Sep-2013
Pivot	1 day	3 day
R1	119-046	119-046
PP	119-027	119-027
S1	119-008	119-008

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