ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 07-Jun-2013
Day Change Summary
Previous Current
06-Jun-2013 07-Jun-2013 Change Change % Previous Week
Open 122-175 122-190 0-015 0.0% 122-155
High 122-310 122-250 -0-060 -0.2% 122-310
Low 122-137 122-047 -0-090 -0.2% 122-047
Close 122-195 122-067 -0-128 -0.3% 122-067
Range 0-173 0-203 0-030 17.3% 0-263
ATR 0-103 0-110 0-007 7.0% 0-000
Volume 836,852 914,590 77,738 9.3% 4,048,069
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 124-090 123-282 122-179
R3 123-207 123-079 122-123
R2 123-004 123-004 122-104
R1 122-196 122-196 122-086 122-158
PP 122-121 122-121 122-121 122-103
S1 121-313 121-313 122-048 121-276
S2 121-238 121-238 122-030
S3 121-035 121-110 122-011
S4 120-152 120-227 121-275
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 124-290 124-122 122-212
R3 124-027 123-179 122-139
R2 123-084 123-084 122-115
R1 122-236 122-236 122-091 122-188
PP 122-141 122-141 122-141 122-118
S1 121-293 121-293 122-043 121-246
S2 121-198 121-198 122-019
S3 120-255 121-030 121-315
S4 119-312 120-087 121-242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-310 122-047 0-263 0.7% 0-142 0.4% 8% False True 809,613
10 123-087 122-045 1-042 0.9% 0-144 0.4% 6% False False 876,464
20 123-280 122-045 1-235 1.4% 0-122 0.3% 4% False False 469,007
40 124-150 122-045 2-105 1.9% 0-071 0.2% 3% False False 236,166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 125-153
2.618 124-141
1.618 123-258
1.000 123-133
0.618 123-055
HIGH 122-250
0.618 122-172
0.500 122-148
0.382 122-125
LOW 122-047
0.618 121-242
1.000 121-164
1.618 121-039
2.618 120-156
4.250 119-144
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 122-148 122-178
PP 122-121 122-141
S1 122-094 122-104

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

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