ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 123-147 123-172 0-025 0.1% 123-150
High 123-172 123-227 0-055 0.1% 123-250
Low 123-102 123-032 -0-070 -0.2% 123-100
Close 123-152 123-047 -0-105 -0.3% 123-160
Range 0-070 0-195 0-125 178.6% 0-150
ATR 0-056 0-066 0-010 17.8% 0-000
Volume 88,364 198,776 110,412 125.0% 69,778
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 125-047 124-242 123-154
R3 124-172 124-047 123-101
R2 123-297 123-297 123-083
R1 123-172 123-172 123-065 123-137
PP 123-102 123-102 123-102 123-084
S1 122-297 122-297 123-029 122-262
S2 122-227 122-227 123-011
S3 122-032 122-102 122-313
S4 121-157 121-227 122-260
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
5 123-250 123-032 0-218 0.6% 0-109 0.3% 7% False True 74,428
10 123-310 123-032 0-278 0.7% 0-088 0.2% 5% False True 40,388
20 124-150 123-032 1-118 1.1% 0-060 0.2% 3% False True 22,653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 126-096
2.618 125-098
1.618 124-223
1.000 124-102
0.618 124-028
HIGH 123-227
0.618 123-153
0.500 123-130
0.382 123-106
LOW 123-032
0.618 122-231
1.000 122-157
1.618 122-036
2.618 121-161
4.250 120-163
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 123-130 123-130
PP 123-102 123-102
S1 123-074 123-074

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

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