ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 120-247 121-017 0-090 0.2% 120-122
High 121-017 121-057 0-040 0.1% 121-017
Low 120-222 120-275 0-053 0.1% 120-082
Close 120-312 121-015 0-023 0.1% 120-312
Range 0-115 0-102 -0-013 -11.3% 0-255
ATR 0-137 0-134 -0-002 -1.8% 0-000
Volume 457,102 592,719 135,617 29.7% 2,312,765
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-315 121-267 121-071
R3 121-213 121-165 121-043
R2 121-111 121-111 121-034
R1 121-063 121-063 121-024 121-036
PP 121-009 121-009 121-009 120-316
S1 120-281 120-281 121-006 120-254
S2 120-227 120-227 120-316
S3 120-125 120-179 120-307
S4 120-023 120-077 120-279
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 123-049 122-275 121-132
R3 122-114 122-020 121-062
R2 121-179 121-179 121-039
R1 121-085 121-085 121-015 121-132
PP 120-244 120-244 120-244 120-267
S1 120-150 120-150 120-289 120-197
S2 119-309 119-309 120-265
S3 119-054 119-215 120-242
S4 118-119 118-280 120-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-057 120-165 0-212 0.5% 0-090 0.2% 80% True False 509,039
10 121-057 119-140 1-237 1.4% 0-132 0.3% 92% True False 580,270
20 121-057 118-100 2-277 2.4% 0-144 0.4% 95% True False 649,691
40 121-057 118-100 2-277 2.4% 0-118 0.3% 95% True False 406,324
60 121-057 118-100 2-277 2.4% 0-099 0.3% 95% True False 271,222
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-170
2.618 122-004
1.618 121-222
1.000 121-159
0.618 121-120
HIGH 121-057
0.618 121-018
0.500 121-006
0.382 120-314
LOW 120-275
0.618 120-212
1.000 120-173
1.618 120-110
2.618 120-008
4.250 119-162
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 121-012 121-003
PP 121-009 120-311
S1 121-006 120-300

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

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