ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 120-237 121-015 0-098 0.3% 120-237
High 121-030 121-077 0-047 0.1% 121-077
Low 120-210 120-217 0-007 0.0% 119-317
Close 121-007 121-015 0-008 0.0% 121-015
Range 0-140 0-180 0-040 28.6% 1-080
ATR 0-159 0-160 0-002 1.0% 0-000
Volume 744,825 795,049 50,224 6.7% 4,295,517
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 122-216 122-136 121-114
R3 122-036 121-276 121-064
R2 121-176 121-176 121-048
R1 121-096 121-096 121-032 121-105
PP 120-316 120-316 120-316 121-001
S1 120-236 120-236 120-318 120-245
S2 120-136 120-136 120-302
S3 119-276 120-056 120-286
S4 119-096 119-196 120-236
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 124-163 124-009 121-235
R3 123-083 122-249 121-125
R2 122-003 122-003 121-088
R1 121-169 121-169 121-052 121-246
PP 120-243 120-243 120-243 120-282
S1 120-089 120-089 120-298 120-166
S2 119-163 119-163 120-262
S3 118-083 119-009 120-225
S4 117-003 117-249 120-115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-077 119-317 1-080 1.0% 0-189 0.5% 85% True False 859,103
10 122-225 119-317 2-228 2.2% 0-194 0.5% 39% False False 842,169
20 122-310 119-317 2-313 2.5% 0-165 0.4% 35% False False 830,250
40 124-130 119-317 4-133 3.6% 0-131 0.3% 24% False False 549,040
60 124-150 119-317 4-153 3.7% 0-092 0.2% 24% False False 366,781
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-202
2.618 122-228
1.618 122-048
1.000 121-257
0.618 121-188
HIGH 121-077
0.618 121-008
0.500 120-307
0.382 120-286
LOW 120-217
0.618 120-106
1.000 120-037
1.618 119-246
2.618 119-066
4.250 118-092
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 121-006 120-302
PP 120-316 120-269
S1 120-307 120-236

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

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