ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 123-307 123-310 0-003 0.0% 124-145
High 124-017 124-015 -0-002 0.0% 124-145
Low 123-275 123-245 -0-030 -0.1% 123-295
Close 123-307 123-277 -0-030 -0.1% 123-317
Range 0-062 0-090 0-028 45.2% 0-170
ATR 0-063 0-065 0-002 3.1% 0-000
Volume 630,928 638,850 7,922 1.3% 2,761,259
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 124-236 124-186 124-006
R3 124-146 124-096 123-302
R2 124-056 124-056 123-294
R1 124-006 124-006 123-285 123-306
PP 123-286 123-286 123-286 123-276
S1 123-236 123-236 123-269 123-216
S2 123-196 123-196 123-260
S3 123-106 123-146 123-252
S4 123-016 123-056 123-228
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 125-229 125-123 124-090
R3 125-059 124-273 124-044
R2 124-209 124-209 124-028
R1 124-103 124-103 124-013 124-071
PP 124-039 124-039 124-039 124-023
S1 123-253 123-253 123-301 123-221
S2 123-189 123-189 123-286
S3 123-019 123-083 123-270
S4 122-169 122-233 123-224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-137 123-245 0-212 0.5% 0-073 0.2% 15% False True 657,787
10 124-267 123-245 1-022 0.9% 0-071 0.2% 9% False True 575,117
20 124-267 123-245 1-022 0.9% 0-059 0.1% 9% False True 525,781
40 124-267 123-215 1-052 0.9% 0-064 0.2% 17% False False 541,077
60 124-267 123-060 1-207 1.3% 0-066 0.2% 41% False False 536,847
80 124-267 123-020 1-247 1.4% 0-063 0.2% 45% False False 404,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-078
2.618 124-251
1.618 124-161
1.000 124-105
0.618 124-071
HIGH 124-015
0.618 123-301
0.500 123-290
0.382 123-279
LOW 123-245
0.618 123-189
1.000 123-155
1.618 123-099
2.618 123-009
4.250 122-182
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 123-290 124-012
PP 123-286 123-314
S1 123-281 123-296

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

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