ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 123-297 124-027 0-050 0.1% 123-307
High 124-067 124-060 -0-007 0.0% 124-067
Low 123-280 123-275 -0-005 0.0% 123-240
Close 124-057 123-297 -0-080 -0.2% 123-297
Range 0-107 0-105 -0-002 -1.9% 0-147
ATR 0-069 0-071 0-003 3.8% 0-000
Volume 709,320 694,960 -14,360 -2.0% 3,381,577
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 124-312 124-250 124-035
R3 124-207 124-145 124-006
R2 124-102 124-102 123-316
R1 124-040 124-040 123-307 124-018
PP 123-317 123-317 123-317 123-307
S1 123-255 123-255 123-287 123-234
S2 123-212 123-212 123-278
S3 123-107 123-150 123-268
S4 123-002 123-045 123-239
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 125-109 125-030 124-058
R3 124-282 124-203 124-017
R2 124-135 124-135 124-004
R1 124-056 124-056 123-310 124-022
PP 123-308 123-308 123-308 123-291
S1 123-229 123-229 123-284 123-195
S2 123-161 123-161 123-270
S3 123-014 123-082 123-257
S4 122-187 122-255 123-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-067 123-240 0-147 0.4% 0-088 0.2% 39% False False 676,315
10 124-145 123-240 0-225 0.6% 0-075 0.2% 25% False False 614,283
20 124-267 123-240 1-027 0.9% 0-068 0.2% 16% False False 554,598
40 124-267 123-215 1-052 0.9% 0-066 0.2% 22% False False 545,771
60 124-267 123-060 1-207 1.3% 0-068 0.2% 45% False False 570,384
80 124-267 123-020 1-247 1.4% 0-065 0.2% 49% False False 430,539
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 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-186
2.618 125-015
1.618 124-230
1.000 124-165
0.618 124-125
HIGH 124-060
0.618 124-020
0.500 124-008
0.382 123-315
LOW 123-275
0.618 123-210
1.000 123-170
1.618 123-105
2.618 123-000
4.250 122-149
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 124-008 123-314
PP 123-317 123-308
S1 123-307 123-302

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

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