ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 124-105 124-092 -0-013 0.0% 124-145
High 124-137 124-100 -0-037 -0.1% 124-145
Low 124-092 123-295 -0-117 -0.3% 123-295
Close 124-100 123-317 -0-103 -0.3% 123-317
Range 0-045 0-125 0-080 177.8% 0-170
ATR 0-058 0-063 0-005 8.3% 0-000
Volume 636,980 894,712 257,732 40.5% 2,761,259
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 125-079 125-003 124-066
R3 124-274 124-198 124-031
R2 124-149 124-149 124-020
R1 124-073 124-073 124-008 124-048
PP 124-024 124-024 124-024 124-012
S1 123-268 123-268 123-306 123-244
S2 123-219 123-219 123-294
S3 123-094 123-143 123-283
S4 122-289 123-018 123-248
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 125-229 125-123 124-090
R3 125-059 124-273 124-044
R2 124-209 124-209 124-028
R1 124-103 124-103 124-013 124-071
PP 124-039 124-039 124-039 124-023
S1 123-253 123-253 123-301 123-221
S2 123-189 123-189 123-286
S3 123-019 123-083 123-270
S4 122-169 122-233 123-224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-145 123-295 0-170 0.4% 0-061 0.2% 13% False True 552,251
10 124-267 123-295 0-292 0.7% 0-064 0.2% 8% False True 538,228
20 124-267 123-295 0-292 0.7% 0-057 0.1% 8% False True 512,503
40 124-267 123-120 1-147 1.2% 0-065 0.2% 42% False False 537,708
60 124-267 123-050 1-217 1.4% 0-066 0.2% 50% False False 516,049
80 124-267 123-020 1-247 1.4% 0-061 0.2% 52% False False 388,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-311
2.618 125-107
1.618 124-302
1.000 124-225
0.618 124-177
HIGH 124-100
0.618 124-052
0.500 124-038
0.382 124-023
LOW 123-295
0.618 123-218
1.000 123-170
1.618 123-093
2.618 122-288
4.250 122-084
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 124-038 124-056
PP 124-024 124-036
S1 124-010 124-017

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

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