ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 123-310 123-255 -0-055 -0.1% 124-145
High 124-015 123-317 -0-018 0.0% 124-145
Low 123-245 123-240 -0-005 0.0% 123-295
Close 123-277 123-292 0-015 0.0% 123-317
Range 0-090 0-077 -0-013 -14.4% 0-170
ATR 0-065 0-066 0-001 1.4% 0-000
Volume 638,850 707,519 68,669 10.7% 2,761,259
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 124-194 124-160 124-014
R3 124-117 124-083 123-313
R2 124-040 124-040 123-306
R1 124-006 124-006 123-299 124-023
PP 123-283 123-283 123-283 123-292
S1 123-249 123-249 123-285 123-266
S2 123-206 123-206 123-278
S3 123-129 123-172 123-271
S4 123-052 123-095 123-250
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
5 124-137 123-240 0-217 0.5% 0-080 0.2% 24% False True 701,797
10 124-260 123-240 1-020 0.9% 0-071 0.2% 15% False True 603,858
20 124-267 123-240 1-027 0.9% 0-060 0.2% 15% False True 533,863
40 124-267 123-215 1-052 0.9% 0-064 0.2% 21% False False 540,234
60 124-267 123-060 1-207 1.3% 0-067 0.2% 44% False False 548,450
80 124-267 123-020 1-247 1.4% 0-064 0.2% 48% False False 412,992
Crabel Price Patterns
NR True
NR4 False
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 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-004
2.618 124-199
1.618 124-122
1.000 124-074
0.618 124-045
HIGH 123-317
0.618 123-288
0.500 123-278
0.382 123-269
LOW 123-240
0.618 123-192
1.000 123-163
1.618 123-115
2.618 123-038
4.250 122-233
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 123-288 123-291
PP 123-283 123-290
S1 123-278 123-288

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

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