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

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

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