ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 29-Apr-2013
Day Change Summary
Previous Current
26-Apr-2013 29-Apr-2013 Change Change % Previous Week
Open 124-152 124-192 0-040 0.1% 124-120
High 124-205 124-212 0-007 0.0% 124-207
Low 124-150 124-187 0-037 0.1% 124-100
Close 124-197 124-207 0-010 0.0% 124-197
Range 0-055 0-025 -0-030 -54.5% 0-107
ATR 0-059 0-057 -0-002 -4.1% 0-000
Volume 394,734 307,708 -87,026 -22.0% 2,328,105
Daily Pivots for day following 29-Apr-2013
Classic Woodie Camarilla DeMark
R4 124-277 124-267 124-221
R3 124-252 124-242 124-214
R2 124-227 124-227 124-212
R1 124-217 124-217 124-209 124-222
PP 124-202 124-202 124-202 124-204
S1 124-192 124-192 124-205 124-197
S2 124-177 124-177 124-202
S3 124-152 124-167 124-200
S4 124-127 124-142 124-193
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 125-169 125-130 124-256
R3 125-062 125-023 124-226
R2 124-275 124-275 124-217
R1 124-236 124-236 124-207 124-256
PP 124-168 124-168 124-168 124-178
S1 124-129 124-129 124-187 124-148
S2 124-061 124-061 124-177
S3 123-274 124-022 124-168
S4 123-167 123-235 124-138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-212 124-120 0-092 0.2% 0-047 0.1% 95% True False 440,344
10 124-212 124-100 0-112 0.3% 0-047 0.1% 96% True False 462,790
20 124-212 124-007 0-205 0.5% 0-056 0.1% 98% True False 501,573
40 124-212 123-060 1-152 1.2% 0-065 0.2% 99% True False 530,616
60 124-212 123-040 1-172 1.2% 0-065 0.2% 99% True False 432,792
80 124-212 123-020 1-192 1.3% 0-054 0.1% 99% True False 324,888
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 0-012
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 124-318
2.618 124-277
1.618 124-252
1.000 124-237
0.618 124-227
HIGH 124-212
0.618 124-202
0.500 124-200
0.382 124-197
LOW 124-187
0.618 124-172
1.000 124-162
1.618 124-147
2.618 124-122
4.250 124-081
Fisher Pivots for day following 29-Apr-2013
Pivot 1 day 3 day
R1 124-204 124-194
PP 124-202 124-182
S1 124-200 124-170

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

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