ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 123-030 123-045 0-015 0.0% 123-150
High 123-110 123-087 -0-023 -0.1% 123-227
Low 122-307 123-030 0-043 0.1% 122-307
Close 123-042 123-060 0-018 0.0% 123-060
Range 0-123 0-057 -0-066 -53.7% 0-240
ATR 0-070 0-069 -0-001 -1.3% 0-000
Volume 214,647 208,881 -5,766 -2.7% 753,248
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 123-230 123-202 123-091
R3 123-173 123-145 123-076
R2 123-116 123-116 123-070
R1 123-088 123-088 123-065 123-102
PP 123-059 123-059 123-059 123-066
S1 123-031 123-031 123-055 123-045
S2 123-002 123-002 123-050
S3 122-265 122-294 123-044
S4 122-208 122-237 123-029
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 125-171 125-036 123-192
R3 124-251 124-116 123-126
R2 124-011 124-011 123-104
R1 123-196 123-196 123-082 123-144
PP 123-091 123-091 123-091 123-065
S1 122-276 122-276 123-038 122-224
S2 122-171 122-171 123-016
S3 121-251 122-036 122-314
S4 121-011 121-116 122-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-227 122-307 0-240 0.6% 0-101 0.3% 30% False False 150,649
10 123-250 122-307 0-263 0.7% 0-092 0.2% 28% False False 82,302
20 124-150 122-307 1-163 1.2% 0-067 0.2% 15% False False 43,531
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 124-009
2.618 123-236
1.618 123-179
1.000 123-144
0.618 123-122
HIGH 123-087
0.618 123-065
0.500 123-058
0.382 123-052
LOW 123-030
0.618 122-315
1.000 122-293
1.618 122-258
2.618 122-201
4.250 122-108
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 123-060 123-107
PP 123-059 123-091
S1 123-058 123-076

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

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