ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 120-250 120-190 -0-060 -0.2% 119-200
High 120-250 120-190 -0-060 -0.2% 120-140
Low 120-210 120-190 -0-020 -0.1% 119-190
Close 120-210 120-190 -0-020 -0.1% 120-010
Range 0-040 0-000 -0-040 -100.0% 0-270
ATR
Volume 5 503 498 9,960.0% 2,740
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 120-190 120-190 120-190
R3 120-190 120-190 120-190
R2 120-190 120-190 120-190
R1 120-190 120-190 120-190 120-190
PP 120-190 120-190 120-190 120-190
S1 120-190 120-190 120-190 120-190
S2 120-190 120-190 120-190
S3 120-190 120-190 120-190
S4 120-190 120-190 120-190
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-177 122-043 120-158
R3 121-227 121-093 120-084
R2 120-277 120-277 120-060
R1 120-143 120-143 120-035 120-210
PP 120-007 120-007 120-007 120-040
S1 119-193 119-193 119-305 119-260
S2 119-057 119-057 119-280
S3 118-107 118-243 119-256
S4 117-157 117-293 119-182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-250 120-010 0-240 0.6% 0-050 0.1% 75% False False 346
10 120-250 119-040 1-210 1.4% 0-035 0.1% 89% False False 388
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 0-001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 120-190
2.618 120-190
1.618 120-190
1.000 120-190
0.618 120-190
HIGH 120-190
0.618 120-190
0.500 120-190
0.382 120-190
LOW 120-190
0.618 120-190
1.000 120-190
1.618 120-190
2.618 120-190
4.250 120-190
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 120-190 120-183
PP 120-190 120-177
S1 120-190 120-170

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

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