ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 07-Jun-2013

Day Change Summary
	Previous	Current
	06-Jun-2013	07-Jun-2013	Change	Change %	Previous Week
Open	123-032	123-045	0-013	0.0%	123-027
High	123-125	123-105	-0-020	-0.1%	123-125
Low	123-002	122-250	-0-072	-0.2%	122-250
Close	123-050	122-257	-0-113	-0.3%	122-257
Range	0-123	0-175	0-052	42.3%	0-195
ATR	0-100	0-106	0-005	5.3%	0-000
Volume	18,614	29,945	11,331	60.9%	299,204

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-196	124-081	123-033
R3	124-021	123-226	122-305
R2	123-166	123-166	122-289
R1	123-051	123-051	122-273	123-021
PP	122-311	122-311	122-311	122-296
S1	122-196	122-196	122-241	122-166
S2	122-136	122-136	122-225
S3	121-281	122-021	122-209
S4	121-106	121-166	122-161

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-262	124-135	123-044
R3	124-067	123-260	122-311
R2	123-192	123-192	122-293
R1	123-065	123-065	122-275	123-031
PP	122-317	122-317	122-317	122-300
S1	122-190	122-190	122-239	122-156
S2	122-122	122-122	122-221
S3	121-247	121-315	122-203
S4	121-052	121-120	122-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-125	122-250	0-195	0.5%	0-119	0.3%	4%	False	True	59,840
10	123-240	122-222	1-018	0.9%	0-128	0.3%	10%	False	False	681,464
20	124-100	122-222	1-198	1.3%	0-114	0.3%	7%	False	False	760,042
40	124-267	122-222	2-045	1.7%	0-084	0.2%	5%	False	False	624,694
60	124-267	122-222	2-045	1.7%	0-080	0.2%	5%	False	False	606,881
80	124-267	122-222	2-045	1.7%	0-077	0.2%	5%	False	False	566,016
100	124-267	122-222	2-045	1.7%	0-071	0.2%	5%	False	False	453,706

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	0-033
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-209
2.618	124-243
1.618	124-068
1.000	123-280
0.618	123-213
HIGH	123-105
0.618	123-038
0.500	123-018
0.382	122-317
LOW	122-250
0.618	122-142
1.000	122-075
1.618	121-287
2.618	121-112
4.250	120-146

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	123-018	123-028
PP	122-311	122-317
S1	122-284	122-287

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