ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 123-180 123-100 -0-080 -0.2% 124-010
High 123-190 123-170 -0-020 -0.1% 124-010
Low 123-100 123-100 0-000 0.0% 123-160
Close 123-130 123-150 0-020 0.1% 123-180
Range 0-090 0-070 -0-020 -22.2% 0-170
ATR 0-044 0-045 0-002 4.3% 0-000
Volume 8,407 6,196 -2,211 -26.3% 20,991
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 124-030 124-000 123-188
R3 123-280 123-250 123-169
R2 123-210 123-210 123-163
R1 123-180 123-180 123-156 123-195
PP 123-140 123-140 123-140 123-148
S1 123-110 123-110 123-144 123-125
S2 123-070 123-070 123-137
S3 123-000 123-040 123-131
S4 122-250 122-290 123-112
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% 0-068 0.2% 24% False True 6,348
10 124-150 123-100 1-050 0.9% 0-057 0.1% 14% False True 6,620
20 124-150 123-100 1-050 0.9% 0-035 0.1% 14% False True 4,360
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 0-005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-148
2.618 124-033
1.618 123-283
1.000 123-240
0.618 123-213
HIGH 123-170
0.618 123-143
0.500 123-135
0.382 123-127
LOW 123-100
0.618 123-057
1.000 123-030
1.618 122-307
2.618 122-237
4.250 122-122
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 123-145 123-148
PP 123-140 123-147
S1 123-135 123-145

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

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