ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 01-May-2013
Day Change Summary
Previous Current
30-Apr-2013 01-May-2013 Change Change % Previous Week
Open 124-100 124-120 0-020 0.1% 124-030
High 124-100 124-140 0-040 0.1% 124-080
Low 124-090 124-120 0-030 0.1% 124-020
Close 124-090 124-130 0-040 0.1% 124-080
Range 0-010 0-020 0-010 100.0% 0-060
ATR 0-027 0-029 0-002 6.1% 0-000
Volume 688 2,920 2,232 324.4% 9,989
Daily Pivots for day following 01-May-2013
Classic Woodie Camarilla DeMark
R4 124-190 124-180 124-141
R3 124-170 124-160 124-136
R2 124-150 124-150 124-134
R1 124-140 124-140 124-132 124-145
PP 124-130 124-130 124-130 124-132
S1 124-120 124-120 124-128 124-125
S2 124-110 124-110 124-126
S3 124-090 124-100 124-124
S4 124-070 124-080 124-119
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
5 124-140 124-030 0-110 0.3% 0-018 0.0% 91% True False 2,945
10 124-140 124-000 0-140 0.4% 0-013 0.0% 93% True False 2,099
20 124-140 123-270 0-190 0.5% 0-014 0.0% 95% True False 1,618
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 0-002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-225
2.618 124-192
1.618 124-172
1.000 124-160
0.618 124-152
HIGH 124-140
0.618 124-132
0.500 124-130
0.382 124-128
LOW 124-120
0.618 124-108
1.000 124-100
1.618 124-088
2.618 124-068
4.250 124-035
Fisher Pivots for day following 01-May-2013
Pivot 1 day 3 day
R1 124-130 124-123
PP 124-130 124-117
S1 124-130 124-110

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

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