ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 124-050 123-312 -0-058 -0.1% 123-265
High 124-087 124-072 -0-015 0.0% 124-087
Low 124-010 123-295 -0-035 -0.1% 123-215
Close 124-017 124-050 0-033 0.1% 124-017
Range 0-077 0-097 0-020 26.0% 0-192
ATR 0-072 0-074 0-002 2.5% 0-000
Volume 606,193 366,799 -239,394 -39.5% 2,546,112
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 125-003 124-284 124-103
R3 124-226 124-187 124-077
R2 124-129 124-129 124-068
R1 124-090 124-090 124-059 124-110
PP 124-032 124-032 124-032 124-042
S1 123-313 123-313 124-041 124-012
S2 123-255 123-255 124-032
S3 123-158 123-216 124-023
S4 123-061 123-119 123-317
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 125-256 125-168 124-123
R3 125-064 124-296 124-070
R2 124-192 124-192 124-052
R1 124-104 124-104 124-035 124-148
PP 124-000 124-000 124-000 124-022
S1 123-232 123-232 123-319 123-276
S2 123-128 123-128 123-302
S3 122-256 123-040 123-284
S4 122-064 122-168 123-231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-087 123-215 0-192 0.5% 0-084 0.2% 81% False False 582,582
10 124-087 123-215 0-192 0.5% 0-076 0.2% 81% False False 584,867
20 124-087 123-060 1-027 0.9% 0-075 0.2% 89% False False 559,659
40 124-087 123-040 1-047 0.9% 0-069 0.2% 90% False False 398,401
60 124-087 123-020 1-067 1.0% 0-053 0.1% 90% False False 265,993
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125-164
2.618 125-006
1.618 124-229
1.000 124-169
0.618 124-132
HIGH 124-072
0.618 124-035
0.500 124-024
0.382 124-012
LOW 123-295
0.618 123-235
1.000 123-198
1.618 123-138
2.618 123-041
4.250 122-203
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 124-041 124-044
PP 124-032 124-037
S1 124-024 124-031

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

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