ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 09-May-2013
Day Change Summary
Previous Current
08-May-2013 09-May-2013 Change Change % Previous Week
Open 124-100 124-105 0-005 0.0% 124-192
High 124-122 124-137 0-015 0.0% 124-267
Low 124-077 124-092 0-015 0.0% 124-117
Close 124-110 124-100 -0-010 0.0% 124-132
Range 0-045 0-045 0-000 0.0% 0-150
ATR 0-059 0-058 -0-001 -1.7% 0-000
Volume 487,469 636,980 149,511 30.7% 2,621,023
Daily Pivots for day following 09-May-2013
Classic Woodie Camarilla DeMark
R4 124-245 124-217 124-125
R3 124-200 124-172 124-112
R2 124-155 124-155 124-108
R1 124-127 124-127 124-104 124-118
PP 124-110 124-110 124-110 124-105
S1 124-082 124-082 124-096 124-074
S2 124-065 124-065 124-092
S3 124-020 124-037 124-088
S4 123-295 123-312 124-075
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 125-302 125-207 124-214
R3 125-152 125-057 124-173
R2 125-002 125-002 124-160
R1 124-227 124-227 124-146 124-200
PP 124-172 124-172 124-172 124-158
S1 124-077 124-077 124-118 124-050
S2 124-022 124-022 124-104
S3 123-192 123-247 124-091
S4 123-042 123-097 124-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-252 124-077 0-175 0.4% 0-063 0.2% 13% False False 548,088
10 124-267 124-077 0-190 0.5% 0-057 0.1% 12% False False 488,230
20 124-267 124-077 0-190 0.5% 0-054 0.1% 12% False False 489,346
40 124-267 123-087 1-180 1.3% 0-064 0.2% 67% False False 530,301
60 124-267 123-040 1-227 1.4% 0-065 0.2% 69% False False 501,341
80 124-267 123-020 1-247 1.4% 0-060 0.2% 71% False False 377,122
Crabel Price Patterns
NR False
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 0-009
Fibonacci Retracements and Extensions
4.250 125-008
2.618 124-255
1.618 124-210
1.000 124-182
0.618 124-165
HIGH 124-137
0.618 124-120
0.500 124-114
0.382 124-109
LOW 124-092
0.618 124-064
1.000 124-047
1.618 124-019
2.618 123-294
4.250 123-221
Fisher Pivots for day following 09-May-2013
Pivot 1 day 3 day
R1 124-114 124-107
PP 124-110 124-105
S1 124-105 124-102

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

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