ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 25-Sep-2013

Day Change Summary
	Previous	Current
	24-Sep-2013	25-Sep-2013	Change	Change %	Previous Week
Open	120-170	120-200	0-030	0.1%	119-182
High	120-250	120-287	0-037	0.1%	120-272
Low	120-165	120-195	0-030	0.1%	119-140
Close	120-222	120-282	0-060	0.2%	120-130
Range	0-085	0-092	0-007	8.2%	1-132
ATR	0-149	0-145	-0-004	-2.7%	0-000
Volume	518,028	506,601	-11,427	-2.2%	3,708,007

Daily Pivots for day following 25-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-211	121-178	121-013
R3	121-119	121-086	120-307
R2	121-027	121-027	120-299
R1	120-314	120-314	120-290	121-010
PP	120-255	120-255	120-255	120-263
S1	120-222	120-222	120-274	120-238
S2	120-163	120-163	120-265
S3	120-071	120-130	120-257
S4	119-299	120-038	120-231

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	120-287	120-070	0-217	0.6%	0-110	0.3%	98%	True	False	529,380
10	120-287	118-280	2-007	1.7%	0-146	0.4%	99%	True	False	615,275
20	120-287	118-100	2-187	2.1%	0-147	0.4%	99%	True	False	678,176
40	120-287	118-100	2-187	2.1%	0-125	0.3%	99%	True	False	368,397

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-038
2.618	121-208
1.618	121-116
1.000	121-059
0.618	121-024
HIGH	120-287
0.618	120-252
0.500	120-241
0.382	120-230
LOW	120-195
0.618	120-138
1.000	120-103
1.618	120-046
2.618	119-274
4.250	119-124

Fisher Pivots for day following 25-Sep-2013
Pivot	1 day	3 day
R1	120-268	120-250
PP	120-255	120-217
S1	120-241	120-184

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