ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 124-092 123-307 -0-105 -0.3% 124-145
High 124-100 124-017 -0-083 -0.2% 124-145
Low 123-295 123-275 -0-020 -0.1% 123-295
Close 123-317 123-307 -0-010 0.0% 123-317
Range 0-125 0-062 -0-063 -50.4% 0-170
ATR 0-063 0-063 0-000 -0.1% 0-000
Volume 894,712 630,928 -263,784 -29.5% 2,761,259
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 124-172 124-142 124-021
R3 124-110 124-080 124-004
R2 124-048 124-048 123-318
R1 124-018 124-018 123-313 124-018
PP 123-306 123-306 123-306 123-306
S1 123-276 123-276 123-301 123-276
S2 123-244 123-244 123-296
S3 123-182 123-214 123-290
S4 123-120 123-152 123-273
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
5 124-137 123-275 0-182 0.5% 0-064 0.2% 18% False True 605,699
10 124-267 123-275 0-312 0.8% 0-068 0.2% 10% False True 570,550
20 124-267 123-275 0-312 0.8% 0-057 0.1% 10% False True 516,670
40 124-267 123-215 1-052 0.9% 0-064 0.2% 25% False False 539,641
60 124-267 123-060 1-207 1.3% 0-066 0.2% 47% False False 526,372
80 124-267 123-020 1-247 1.4% 0-062 0.2% 51% False False 396,179
Crabel Price Patterns
NR True
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-280
2.618 124-179
1.618 124-117
1.000 124-079
0.618 124-055
HIGH 124-017
0.618 123-313
0.500 123-306
0.382 123-299
LOW 123-275
0.618 123-237
1.000 123-213
1.618 123-175
2.618 123-113
4.250 123-012
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 123-307 124-046
PP 123-306 124-026
S1 123-306 124-007

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

View Archives - Comment on this page... - Back to Index of Symbols