ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 13-Jun-2013

Day Change Summary
	Previous	Current
	12-Jun-2013	13-Jun-2013	Change	Change %	Previous Week
Open	122-040	121-300	-0-060	-0.2%	122-155
High	122-062	122-142	0-080	0.2%	122-310
Low	121-287	121-287	0-000	0.0%	122-047
Close	121-305	122-060	0-075	0.2%	122-067
Range	0-095	0-175	0-080	84.2%	0-263
ATR	0-113	0-117	0-004	4.0%	0-000
Volume	691,264	816,164	124,900	18.1%	4,048,069

Daily Pivots for day following 13-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-261	123-176	122-156
R3	123-086	123-001	122-108
R2	122-231	122-231	122-092
R1	122-146	122-146	122-076	122-188
PP	122-056	122-056	122-056	122-078
S1	121-291	121-291	122-044	122-014
S2	121-201	121-201	122-028
S3	121-026	121-116	122-012
S4	120-171	120-261	121-284

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	122-250	121-202	1-048	0.9%	0-150	0.4%	48%	False	False	869,708
10	122-310	121-202	1-108	1.1%	0-146	0.4%	42%	False	False	884,080
20	123-250	121-202	2-048	1.8%	0-133	0.3%	26%	False	False	639,269
40	124-150	121-202	2-268	2.3%	0-084	0.2%	20%	False	False	321,814

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-034
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-246
2.618	123-280
1.618	123-105
1.000	122-317
0.618	122-250
HIGH	122-142
0.618	122-075
0.500	122-054
0.382	122-034
LOW	121-287
0.618	121-179
1.000	121-112
1.618	121-004
2.618	120-149
4.250	119-183

Fisher Pivots for day following 13-Jun-2013
Pivot	1 day	3 day
R1	122-058	122-044
PP	122-056	122-028
S1	122-054	122-012

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