ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 123-150 123-180 0-030 0.1% 124-010
High 123-180 123-190 0-010 0.0% 124-010
Low 123-140 123-100 -0-040 -0.1% 123-160
Close 123-170 123-130 -0-040 -0.1% 123-180
Range 0-040 0-090 0-050 125.0% 0-170
ATR 0-040 0-044 0-004 8.9% 0-000
Volume 12,755 8,407 -4,348 -34.1% 20,991
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 124-090 124-040 123-180
R3 124-000 123-270 123-155
R2 123-230 123-230 123-146
R1 123-180 123-180 123-138 123-160
PP 123-140 123-140 123-140 123-130
S1 123-090 123-090 123-122 123-070
S2 123-050 123-050 123-114
S3 122-280 123-000 123-105
S4 122-190 122-230 123-080
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
5 123-310 123-100 0-210 0.5% 0-060 0.2% 14% False True 5,294
10 124-150 123-100 1-050 0.9% 0-052 0.1% 8% False True 6,292
20 124-150 123-100 1-050 0.9% 0-032 0.1% 8% False True 4,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-252
2.618 124-106
1.618 124-016
1.000 123-280
0.618 123-246
HIGH 123-190
0.618 123-156
0.500 123-145
0.382 123-134
LOW 123-100
0.618 123-044
1.000 123-010
1.618 122-274
2.618 122-184
4.250 122-038
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 123-145 123-190
PP 123-140 123-170
S1 123-135 123-150

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

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