ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 124-130 124-010 -0-120 -0.3% 124-090
High 124-130 124-010 -0-120 -0.3% 124-150
Low 124-000 123-300 -0-020 -0.1% 124-000
Close 124-010 123-300 -0-030 -0.1% 124-010
Range 0-130 0-030 -0-100 -76.9% 0-150
ATR 0-036 0-036 0-000 -1.2% 0-000
Volume 4,914 14,103 9,189 187.0% 26,605
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 124-080 124-060 123-316
R3 124-050 124-030 123-308
R2 124-020 124-020 123-306
R1 124-000 124-000 123-303 123-315
PP 123-310 123-310 123-310 123-308
S1 123-290 123-290 123-297 123-285
S2 123-280 123-280 123-294
S3 123-250 123-260 123-292
S4 123-220 123-230 123-284
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 125-183 125-087 124-092
R3 125-033 124-257 124-051
R2 124-203 124-203 124-038
R1 124-107 124-107 124-024 124-080
PP 124-053 124-053 124-053 124-040
S1 123-277 123-277 123-316 123-250
S2 123-223 123-223 123-302
S3 123-073 123-127 123-289
S4 122-243 122-297 123-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-150 123-300 0-170 0.4% 0-042 0.1% 0% False True 7,112
10 124-150 123-300 0-170 0.4% 0-029 0.1% 0% False True 4,897
20 124-150 123-270 0-200 0.5% 0-021 0.1% 15% False False 3,106
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 0-003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-138
2.618 124-089
1.618 124-059
1.000 124-040
0.618 124-029
HIGH 124-010
0.618 123-319
0.500 123-315
0.382 123-311
LOW 123-300
0.618 123-281
1.000 123-270
1.618 123-251
2.618 123-221
4.250 123-172
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 123-315 124-065
PP 123-310 124-037
S1 123-305 124-008

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

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