ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 21-May-2013

Day Change Summary
	Previous	Current
	20-May-2013	21-May-2013	Change	Change %	Previous Week
Open	123-300	123-292	-0-008	0.0%	123-307
High	124-012	124-002	-0-010	0.0%	124-067
Low	123-265	123-250	-0-015	0.0%	123-240
Close	123-290	123-300	0-010	0.0%	123-297
Range	0-067	0-072	0-005	7.5%	0-147
ATR	0-071	0-071	0-000	0.1%	0-000
Volume	647,000	797,665	150,665	23.3%	3,381,577

Daily Pivots for day following 21-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-187	124-155	124-020
R3	124-115	124-083	124-000
R2	124-043	124-043	123-313
R1	124-011	124-011	123-307	124-027
PP	123-291	123-291	123-291	123-298
S1	123-259	123-259	123-293	123-275
S2	123-219	123-219	123-287
S3	123-147	123-187	123-280
S4	123-075	123-115	123-260

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%	0-086	0.2%	41%	False	False	711,292
10	124-137	123-240	0-217	0.5%	0-080	0.2%	28%	False	False	684,540
20	124-267	123-240	1-027	0.9%	0-068	0.2%	17%	False	False	571,794
40	124-267	123-240	1-027	0.9%	0-066	0.2%	17%	False	False	556,859
60	124-267	123-060	1-207	1.3%	0-067	0.2%	46%	False	False	575,486
80	124-267	123-020	1-247	1.4%	0-065	0.2%	49%	False	False	448,546

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-308
2.618	124-190
1.618	124-118
1.000	124-074
0.618	124-046
HIGH	124-002
0.618	123-294
0.500	123-286
0.382	123-278
LOW	123-250
0.618	123-206
1.000	123-178
1.618	123-134
2.618	123-062
4.250	122-264

Fisher Pivots for day following 21-May-2013
Pivot	1 day	3 day
R1	123-295	123-315
PP	123-291	123-310
S1	123-286	123-305

Download as Excel Spreadsheet

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

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