ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 24-Sep-2013

Day Change Summary
	Previous	Current
	23-Sep-2013	24-Sep-2013	Change	Change %	Previous Week
Open	120-122	120-170	0-048	0.1%	119-182
High	120-185	120-250	0-065	0.2%	120-272
Low	120-082	120-165	0-083	0.2%	119-140
Close	120-152	120-222	0-070	0.2%	120-130
Range	0-103	0-085	-0-018	-17.5%	1-132
ATR	0-153	0-149	-0-004	-2.6%	0-000
Volume	360,289	518,028	157,739	43.8%	3,708,007

Daily Pivots for day following 24-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-147	121-110	120-269
R3	121-062	121-025	120-245
R2	120-297	120-297	120-238
R1	120-260	120-260	120-230	120-278
PP	120-212	120-212	120-212	120-222
S1	120-175	120-175	120-214	120-194
S2	120-127	120-127	120-206
S3	120-042	120-090	120-199
S4	119-277	120-005	120-175

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%	0-176	0.5%	89%	False	False	644,296
10	120-272	118-262	2-010	1.7%	0-150	0.4%	92%	False	False	646,450
20	120-272	118-100	2-172	2.1%	0-150	0.4%	94%	False	False	681,148
40	120-272	118-100	2-172	2.1%	0-124	0.3%	94%	False	False	355,760

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-032
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-291
2.618	121-153
1.618	121-068
1.000	121-015
0.618	120-303
HIGH	120-250
0.618	120-218
0.500	120-208
0.382	120-197
LOW	120-165
0.618	120-112
1.000	120-080
1.618	120-027
2.618	119-262
4.250	119-124

Fisher Pivots for day following 24-Sep-2013
Pivot	1 day	3 day
R1	120-217	120-201
PP	120-212	120-181
S1	120-208	120-160

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