ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 123-240 123-150 -0-090 -0.2% 123-150
High 123-240 123-180 -0-060 -0.2% 123-250
Low 123-130 123-120 -0-010 0.0% 123-100
Close 123-160 123-140 -0-020 -0.1% 123-160
Range 0-110 0-060 -0-050 -45.5% 0-150
ATR 0-054 0-055 0-000 0.7% 0-000
Volume 14,973 42,580 27,607 184.4% 69,778
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 124-007 123-293 123-173
R3 123-267 123-233 123-156
R2 123-207 123-207 123-151
R1 123-173 123-173 123-146 123-160
PP 123-147 123-147 123-147 123-140
S1 123-113 123-113 123-134 123-100
S2 123-087 123-087 123-129
S3 123-027 123-053 123-124
S4 122-287 122-313 123-107
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 124-300 124-220 123-242
R3 124-150 124-070 123-201
R2 124-000 124-000 123-188
R1 123-240 123-240 123-174 123-280
PP 123-170 123-170 123-170 123-190
S1 123-090 123-090 123-146 123-130
S2 123-020 123-020 123-132
S3 122-190 122-260 123-119
S4 122-040 122-110 123-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-250 123-100 0-150 0.4% 0-088 0.2% 27% False False 19,920
10 123-310 123-100 0-210 0.5% 0-067 0.2% 19% False False 11,924
20 124-150 123-100 1-050 0.9% 0-048 0.1% 11% False False 8,411
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-115
2.618 124-017
1.618 123-277
1.000 123-240
0.618 123-217
HIGH 123-180
0.618 123-157
0.500 123-150
0.382 123-143
LOW 123-120
0.618 123-083
1.000 123-060
1.618 123-023
2.618 122-283
4.250 122-185
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 123-150 123-185
PP 123-147 123-170
S1 123-143 123-155

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

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