ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 20-Sep-2013

Day Change Summary
	Previous	Current
	19-Sep-2013	20-Sep-2013	Change	Change %	Previous Week
Open	120-187	120-095	-0-092	-0.2%	119-182
High	120-272	120-167	-0-105	-0.3%	120-272
Low	120-097	120-070	-0-027	-0.1%	119-140
Close	120-130	120-130	0-000	0.0%	120-130
Range	0-175	0-097	-0-078	-44.6%	1-132
ATR	0-161	0-156	-0-005	-2.8%	0-000
Volume	756,875	505,108	-251,767	-33.3%	3,708,007

Daily Pivots for day following 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-093	121-049	120-183
R3	120-316	120-272	120-157
R2	120-219	120-219	120-148
R1	120-175	120-175	120-139	120-197
PP	120-122	120-122	120-122	120-134
S1	120-078	120-078	120-121	120-100
S2	120-025	120-025	120-112
S3	119-248	119-301	120-103
S4	119-151	119-204	120-077

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-150	123-272	121-059
R3	123-018	122-140	120-254
R2	121-206	121-206	120-213
R1	121-008	121-008	120-171	121-107
PP	120-074	120-074	120-074	120-124
S1	119-196	119-196	120-089	119-295
S2	118-262	118-262	120-047
S3	117-130	118-064	120-006
S4	115-318	116-252	119-201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-272	119-140	1-132	1.2%	0-190	0.5%	69%	False	False	741,601
10	120-272	118-262	2-010	1.7%	0-154	0.4%	78%	False	False	670,842
20	120-272	118-100	2-172	2.1%	0-154	0.4%	83%	False	False	655,675
40	120-272	118-100	2-172	2.1%	0-120	0.3%	83%	False	False	333,832

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-259
2.618	121-101
1.618	121-004
1.000	120-264
0.618	120-227
HIGH	120-167
0.618	120-130
0.500	120-118
0.382	120-107
LOW	120-070
0.618	120-010
1.000	119-293
1.618	119-233
2.618	119-136
4.250	118-298

Fisher Pivots for day following 20-Sep-2013
Pivot	1 day	3 day
R1	120-126	120-102
PP	120-122	120-074
S1	120-118	120-046

Download as Excel Spreadsheet

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

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