ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 123-280 123-150 -0-130 -0.3% 124-010
High 123-280 123-180 -0-100 -0.3% 124-010
Low 123-160 123-140 -0-020 -0.1% 123-160
Close 123-180 123-170 -0-010 0.0% 123-180
Range 0-120 0-040 -0-080 -66.7% 0-170
ATR 0-040 0-040 0-000 0.0% 0-000
Volume 1,355 12,755 11,400 841.3% 20,991
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 123-283 123-267 123-192
R3 123-243 123-227 123-181
R2 123-203 123-203 123-177
R1 123-187 123-187 123-174 123-195
PP 123-163 123-163 123-163 123-168
S1 123-147 123-147 123-166 123-155
S2 123-123 123-123 123-163
S3 123-083 123-107 123-159
S4 123-043 123-067 123-148
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
5 123-310 123-140 0-170 0.4% 0-046 0.1% 18% False True 3,928
10 124-150 123-140 1-010 0.8% 0-044 0.1% 9% False True 5,520
20 124-150 123-140 1-010 0.8% 0-027 0.1% 9% False True 3,821
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 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-030
2.618 123-285
1.618 123-245
1.000 123-220
0.618 123-205
HIGH 123-180
0.618 123-165
0.500 123-160
0.382 123-155
LOW 123-140
0.618 123-115
1.000 123-100
1.618 123-075
2.618 123-035
4.250 122-290
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 123-167 123-225
PP 123-163 123-207
S1 123-160 123-188

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

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