ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 16-Sep-2013

Day Change Summary
	Previous	Current
	13-Sep-2013	16-Sep-2013	Change	Change %	Previous Week
Open	119-045	119-182	0-137	0.4%	118-280
High	119-097	120-050	0-273	0.7%	119-140
Low	118-280	119-182	0-222	0.6%	118-262
Close	119-065	119-190	0-125	0.3%	119-065
Range	0-137	0-188	0-051	37.2%	0-198
ATR	0-133	0-145	0-012	9.3%	0-000
Volume	537,896	810,789	272,893	50.7%	3,000,414

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-171	121-049	119-293
R3	120-303	120-181	119-242
R2	120-115	120-115	119-224
R1	119-313	119-313	119-207	120-054
PP	119-247	119-247	119-247	119-278
S1	119-125	119-125	119-173	119-186
S2	119-059	119-059	119-156
S3	118-191	118-257	119-138
S4	118-003	118-069	119-087

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-003	120-232	119-174
R3	120-125	120-034	119-119
R2	119-247	119-247	119-101
R1	119-156	119-156	119-083	119-202
PP	119-049	119-049	119-049	119-072
S1	118-278	118-278	119-047	119-004
S2	118-171	118-171	119-029
S3	117-293	118-080	119-011
S4	117-095	117-202	118-276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-050	118-262	1-108	1.1%	0-129	0.3%	58%	True	False	650,224
10	120-050	118-100	1-270	1.5%	0-157	0.4%	69%	True	False	719,112
20	120-050	118-100	1-270	1.5%	0-138	0.4%	69%	True	False	520,695
40	120-250	118-100	2-150	2.1%	0-107	0.3%	52%	False	False	261,657

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	0-014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	122-209
2.618	121-222
1.618	121-034
1.000	120-238
0.618	120-166
HIGH	120-050
0.618	119-298
0.500	119-276
0.382	119-254
LOW	119-182
0.618	119-066
1.000	118-314
1.618	118-198
2.618	118-010
4.250	117-023

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	119-276	119-182
PP	119-247	119-173
S1	119-219	119-165

Download as Excel Spreadsheet

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

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