ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 120-130 120-200 0-070 0.2% 120-230
High 120-130 120-210 0-080 0.2% 120-250
Low 120-080 120-200 0-120 0.3% 120-080
Close 120-110 120-210 0-100 0.3% 120-210
Range 0-050 0-010 -0-040 -80.0% 0-170
ATR 0-084 0-085 0-001 1.3% 0-000
Volume 7,905 842 -7,063 -89.3% 11,032
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 120-237 120-233 120-216
R3 120-227 120-223 120-213
R2 120-217 120-217 120-212
R1 120-213 120-213 120-211 120-215
PP 120-207 120-207 120-207 120-208
S1 120-203 120-203 120-209 120-205
S2 120-197 120-197 120-208
S3 120-187 120-193 120-207
S4 120-177 120-183 120-204
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-050 121-300 120-304
R3 121-200 121-130 120-257
R2 121-030 121-030 120-241
R1 120-280 120-280 120-226 120-230
PP 120-180 120-180 120-180 120-155
S1 120-110 120-110 120-194 120-060
S2 120-010 120-010 120-179
S3 119-160 119-260 120-163
S4 118-310 119-090 120-116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-250 120-080 0-170 0.4% 0-046 0.1% 76% False False 2,206
10 120-250 120-030 0-220 0.6% 0-035 0.1% 82% False False 1,265
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-252
2.618 120-236
1.618 120-226
1.000 120-220
0.618 120-216
HIGH 120-210
0.618 120-206
0.500 120-205
0.382 120-204
LOW 120-200
0.618 120-194
1.000 120-190
1.618 120-184
2.618 120-174
4.250 120-158
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 120-208 120-195
PP 120-207 120-180
S1 120-205 120-165

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

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