ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 123-300 123-280 -0-020 -0.1% 124-010
High 123-310 123-280 -0-030 -0.1% 124-010
Low 123-290 123-160 -0-130 -0.3% 123-160
Close 123-290 123-180 -0-110 -0.3% 123-180
Range 0-020 0-120 0-100 500.0% 0-170
ATR 0-033 0-040 0-007 20.9% 0-000
Volume 3,029 1,355 -1,674 -55.3% 20,991
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 124-247 124-173 123-246
R3 124-127 124-053 123-213
R2 124-007 124-007 123-202
R1 123-253 123-253 123-191 123-230
PP 123-207 123-207 123-207 123-195
S1 123-133 123-133 123-169 123-110
S2 123-087 123-087 123-158
S3 122-287 123-013 123-147
S4 122-167 122-213 123-114
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 125-093 124-307 123-274
R3 124-243 124-137 123-227
R2 124-073 124-073 123-211
R1 123-287 123-287 123-196 123-255
PP 123-223 123-223 123-223 123-208
S1 123-117 123-117 123-164 123-085
S2 123-053 123-053 123-149
S3 122-203 122-267 123-133
S4 122-033 122-097 123-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-010 123-160 0-170 0.4% 0-044 0.1% 12% False True 4,198
10 124-150 123-160 0-310 0.8% 0-042 0.1% 6% False True 4,759
20 124-150 123-160 0-310 0.8% 0-025 0.1% 6% False True 3,375
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 0-004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-150
2.618 124-274
1.618 124-154
1.000 124-080
0.618 124-034
HIGH 123-280
0.618 123-234
0.500 123-220
0.382 123-206
LOW 123-160
0.618 123-086
1.000 123-040
1.618 122-286
2.618 122-166
4.250 121-290
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 123-220 123-235
PP 123-207 123-217
S1 123-193 123-198

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

View Archives - Comment on this page... - Back to Index of Symbols