ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	122-190	122-067	-0-123	-0.3%	122-155
High	122-250	122-087	-0-163	-0.4%	122-310
Low	122-047	121-300	-0-067	-0.2%	122-047
Close	122-067	122-007	-0-060	-0.2%	122-067
Range	0-203	0-107	-0-096	-47.3%	0-263
ATR	0-110	0-110	0-000	-0.2%	0-000
Volume	914,590	799,085	-115,505	-12.6%	4,048,069

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-026	122-283	122-066
R3	122-239	122-176	122-036
R2	122-132	122-132	122-027
R1	122-069	122-069	122-017	122-047
PP	122-025	122-025	122-025	122-014
S1	121-282	121-282	121-317	121-260
S2	121-238	121-238	121-307
S3	121-131	121-175	121-298
S4	121-024	121-068	121-268

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	121-300	1-010	0.8%	0-130	0.3%	8%	False	True	777,623
10	123-060	121-300	1-080	1.0%	0-149	0.4%	7%	False	True	935,484
20	123-250	121-300	1-270	1.5%	0-121	0.3%	5%	False	True	508,893
40	124-150	121-300	2-170	2.1%	0-073	0.2%	3%	False	True	256,134

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	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-222
2.618	123-047
1.618	122-260
1.000	122-194
0.618	122-153
HIGH	122-087
0.618	122-046
0.500	122-034
0.382	122-021
LOW	121-300
0.618	121-234
1.000	121-193
1.618	121-127
2.618	121-020
4.250	120-165

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	122-034	122-145
PP	122-025	122-099
S1	122-016	122-053

Download as Excel Spreadsheet

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

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