ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 30-Apr-2013
Day Change Summary
Previous Current
29-Apr-2013 30-Apr-2013 Change Change % Previous Week
Open 124-090 124-100 0-010 0.0% 124-030
High 124-100 124-100 0-000 0.0% 124-080
Low 124-080 124-090 0-010 0.0% 124-020
Close 124-090 124-090 0-000 0.0% 124-080
Range 0-020 0-010 -0-010 -50.0% 0-060
ATR 0-028 0-027 -0-001 -4.6% 0-000
Volume 5,144 688 -4,456 -86.6% 9,989
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 124-123 124-117 124-096
R3 124-113 124-107 124-093
R2 124-103 124-103 124-092
R1 124-097 124-097 124-091 124-095
PP 124-093 124-093 124-093 124-092
S1 124-087 124-087 124-089 124-085
S2 124-083 124-083 124-088
S3 124-073 124-077 124-087
S4 124-063 124-067 124-084
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 124-240 124-220 124-113
R3 124-180 124-160 124-096
R2 124-120 124-120 124-091
R1 124-100 124-100 124-086 124-110
PP 124-060 124-060 124-060 124-065
S1 124-040 124-040 124-074 124-050
S2 124-000 124-000 124-069
S3 123-260 123-300 124-064
S4 123-200 123-240 124-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-100 124-020 0-080 0.2% 0-018 0.0% 88% True False 2,565
10 124-100 124-000 0-100 0.3% 0-011 0.0% 90% True False 1,975
20 124-100 123-270 0-150 0.4% 0-014 0.0% 93% True False 1,472
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 0-002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-142
2.618 124-126
1.618 124-116
1.000 124-110
0.618 124-106
HIGH 124-100
0.618 124-096
0.500 124-095
0.382 124-094
LOW 124-090
0.618 124-084
1.000 124-080
1.618 124-074
2.618 124-064
4.250 124-048
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 124-095 124-083
PP 124-093 124-077
S1 124-092 124-070

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

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