ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 06-Jun-2013

Day Change Summary
	Previous	Current
	05-Jun-2013	06-Jun-2013	Change	Change %	Previous Week
Open	122-305	123-032	0-047	0.1%	123-200
High	123-062	123-125	0-063	0.2%	123-215
Low	122-305	123-002	0-017	0.0%	122-222
Close	123-030	123-050	0-020	0.1%	122-315
Range	0-077	0-123	0-046	59.7%	0-313
ATR	0-099	0-100	0-002	1.8%	0-000
Volume	62,813	18,614	-44,199	-70.4%	5,762,412

Daily Pivots for day following 06-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-108	124-042	123-118
R3	123-305	123-239	123-084
R2	123-182	123-182	123-073
R1	123-116	123-116	123-061	123-149
PP	123-059	123-059	123-059	123-076
S1	122-313	122-313	123-039	123-026
S2	122-256	122-256	123-027
S3	122-133	122-190	123-016
S4	122-010	122-067	122-302

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-016	125-159	123-167
R3	125-023	124-166	123-081
R2	124-030	124-030	123-052
R1	123-173	123-173	123-024	123-105
PP	123-037	123-037	123-037	123-004
S1	122-180	122-180	122-286	122-112
S2	122-044	122-044	122-258
S3	121-051	121-187	122-229
S4	120-058	120-194	122-143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-125	122-255	0-190	0.5%	0-120	0.3%	61%	True	False	147,940
10	123-267	122-222	1-045	0.9%	0-122	0.3%	41%	False	False	797,178
20	124-137	122-222	1-235	1.4%	0-108	0.3%	27%	False	False	790,393
40	124-267	122-222	2-045	1.7%	0-081	0.2%	22%	False	False	636,201
60	124-267	122-222	2-045	1.7%	0-078	0.2%	22%	False	False	615,963
80	124-267	122-222	2-045	1.7%	0-075	0.2%	22%	False	False	565,692
100	124-267	122-222	2-045	1.7%	0-069	0.2%	22%	False	False	453,407

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	0-032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-008
2.618	124-127
1.618	124-004
1.000	123-248
0.618	123-201
HIGH	123-125
0.618	123-078
0.500	123-064
0.382	123-049
LOW	123-002
0.618	122-246
1.000	122-199
1.618	122-123
2.618	122-000
4.250	121-119

Fisher Pivots for day following 06-Jun-2013
Pivot	1 day	3 day
R1	123-064	123-052
PP	123-059	123-052
S1	123-054	123-051

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