ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 124-150 124-152 0-002 0.0% 124-120
High 124-160 124-205 0-045 0.1% 124-207
Low 124-127 124-150 0-023 0.1% 124-100
Close 124-152 124-197 0-045 0.1% 124-197
Range 0-033 0-055 0-022 66.7% 0-107
ATR 0-060 0-059 0-000 -0.5% 0-000
Volume 383,291 394,734 11,443 3.0% 2,328,105
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 125-029 125-008 124-227
R3 124-294 124-273 124-212
R2 124-239 124-239 124-207
R1 124-218 124-218 124-202 124-228
PP 124-184 124-184 124-184 124-189
S1 124-163 124-163 124-192 124-174
S2 124-129 124-129 124-187
S3 124-074 124-108 124-182
S4 124-019 124-053 124-167
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 125-169 125-130 124-256
R3 125-062 125-023 124-226
R2 124-275 124-275 124-217
R1 124-236 124-236 124-207 124-256
PP 124-168 124-168 124-168 124-178
S1 124-129 124-129 124-187 124-148
S2 124-061 124-061 124-177
S3 123-274 124-022 124-168
S4 123-167 123-235 124-138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-207 124-100 0-107 0.3% 0-055 0.1% 91% False False 465,621
10 124-207 124-100 0-107 0.3% 0-049 0.1% 91% False False 486,779
20 124-207 123-295 0-232 0.6% 0-060 0.1% 96% False False 504,528
40 124-207 123-060 1-147 1.2% 0-066 0.2% 98% False False 538,390
60 124-207 123-040 1-167 1.2% 0-065 0.2% 98% False False 427,816
80 124-207 123-020 1-187 1.3% 0-054 0.1% 98% False False 321,042
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 True
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-119
2.618 125-029
1.618 124-294
1.000 124-260
0.618 124-239
HIGH 124-205
0.618 124-184
0.500 124-178
0.382 124-171
LOW 124-150
0.618 124-116
1.000 124-095
1.618 124-061
2.618 124-006
4.250 123-236
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 124-190 124-186
PP 124-184 124-174
S1 124-178 124-162

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

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