ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 09-Apr-2013
Day Change Summary
Previous Current
08-Apr-2013 09-Apr-2013 Change Change % Previous Week
Open 124-145 124-132 -0-013 0.0% 123-312
High 124-165 124-162 -0-003 0.0% 124-202
Low 124-122 124-115 -0-007 0.0% 123-295
Close 124-140 124-142 0-002 0.0% 124-167
Range 0-043 0-047 0-004 9.3% 0-227
ATR 0-073 0-071 -0-002 -2.6% 0-000
Volume 474,302 453,158 -21,144 -4.5% 2,817,636
Daily Pivots for day following 09-Apr-2013
Classic Woodie Camarilla DeMark
R4 124-281 124-258 124-168
R3 124-234 124-211 124-155
R2 124-187 124-187 124-151
R1 124-164 124-164 124-146 124-176
PP 124-140 124-140 124-140 124-145
S1 124-117 124-117 124-138 124-128
S2 124-093 124-093 124-133
S3 124-046 124-070 124-129
S4 123-319 124-023 124-116
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 126-156 126-068 124-292
R3 125-249 125-161 124-229
R2 125-022 125-022 124-209
R1 124-254 124-254 124-188 124-298
PP 124-115 124-115 124-115 124-136
S1 124-027 124-027 124-146 124-071
S2 123-208 123-208 124-125
S3 122-301 123-120 124-105
S4 122-074 122-213 124-042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-202 124-007 0-195 0.5% 0-072 0.2% 69% False False 592,597
10 124-202 123-245 0-277 0.7% 0-074 0.2% 78% False False 572,038
20 124-202 123-085 1-117 1.1% 0-074 0.2% 86% False False 569,532
40 124-202 123-040 1-162 1.2% 0-069 0.2% 88% False False 481,443
60 124-202 123-020 1-182 1.3% 0-060 0.2% 88% False False 322,291
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-042
2.618 124-285
1.618 124-238
1.000 124-209
0.618 124-191
HIGH 124-162
0.618 124-144
0.500 124-138
0.382 124-133
LOW 124-115
0.618 124-086
1.000 124-068
1.618 124-039
2.618 123-312
4.250 123-235
Fisher Pivots for day following 09-Apr-2013
Pivot 1 day 3 day
R1 124-141 124-158
PP 124-140 124-153
S1 124-138 124-148

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

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