ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 119-272 120-192 0-240 0.6% 119-237
High 120-047 120-310 0-263 0.7% 120-092
Low 119-267 120-142 0-195 0.5% 119-235
Close 120-030 120-147 0-117 0.3% 120-030
Range 0-100 0-168 0-068 68.0% 0-177
ATR 0-128 0-138 0-011 8.5% 0-000
Volume 2,673 8,281 5,608 209.8% 74,921
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 122-064 121-273 120-239
R3 121-216 121-105 120-193
R2 121-048 121-048 120-178
R1 120-257 120-257 120-162 120-228
PP 120-200 120-200 120-200 120-185
S1 120-089 120-089 120-132 120-060
S2 120-032 120-032 120-116
S3 119-184 119-241 120-101
S4 119-016 119-073 120-055
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-223 121-144 120-127
R3 121-046 120-287 120-079
R2 120-189 120-189 120-062
R1 120-110 120-110 120-046 120-150
PP 120-012 120-012 120-012 120-032
S1 119-253 119-253 120-014 119-292
S2 119-155 119-155 119-318
S3 118-298 119-076 119-301
S4 118-121 118-219 119-253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-310 119-240 1-070 1.0% 0-101 0.3% 58% True False 12,586
10 120-310 119-092 1-218 1.4% 0-134 0.3% 70% True False 37,551
20 120-310 119-092 1-218 1.4% 0-127 0.3% 70% True False 418,791
40 121-225 119-092 2-133 2.0% 0-117 0.3% 49% False False 471,319
60 121-225 119-092 2-133 2.0% 0-131 0.3% 49% False False 527,608
80 123-110 119-092 4-018 3.4% 0-135 0.4% 29% False False 599,267
100 124-150 119-092 5-058 4.3% 0-120 0.3% 23% False False 483,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-064
2.618 122-110
1.618 121-262
1.000 121-158
0.618 121-094
HIGH 120-310
0.618 120-246
0.500 120-226
0.382 120-206
LOW 120-142
0.618 120-038
1.000 119-294
1.618 119-190
2.618 119-022
4.250 118-068
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 120-226 120-141
PP 120-200 120-135
S1 120-173 120-128

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

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