ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 120-300 121-017 0-037 0.1% 120-237
High 121-035 121-055 0-020 0.1% 121-077
Low 120-227 120-305 0-078 0.2% 119-317
Close 121-002 121-025 0-023 0.1% 121-015
Range 0-128 0-070 -0-058 -45.3% 1-080
ATR 0-158 0-152 -0-006 -4.0% 0-000
Volume 460,172 435,753 -24,419 -5.3% 4,295,517
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 121-232 121-198 121-064
R3 121-162 121-128 121-044
R2 121-092 121-092 121-038
R1 121-058 121-058 121-031 121-075
PP 121-022 121-022 121-022 121-030
S1 120-308 120-308 121-019 121-005
S2 120-272 120-272 121-012
S3 120-202 120-238 121-006
S4 120-132 120-168 120-306
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
5 121-077 120-075 1-002 0.8% 0-145 0.4% 84% False False 657,750
10 122-182 119-317 2-185 2.1% 0-198 0.5% 42% False False 826,431
20 122-310 119-317 2-313 2.5% 0-163 0.4% 37% False False 796,806
40 123-310 119-317 3-313 3.3% 0-132 0.3% 27% False False 570,963
60 124-150 119-317 4-153 3.7% 0-095 0.2% 24% False False 381,677
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-039
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 122-032
2.618 121-238
1.618 121-168
1.000 121-125
0.618 121-098
HIGH 121-055
0.618 121-028
0.500 121-020
0.382 121-012
LOW 120-305
0.618 120-262
1.000 120-235
1.618 120-192
2.618 120-122
4.250 120-008
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 121-023 121-012
PP 121-022 121-000
S1 121-020 120-307

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

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