ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 123-255 123-297 0-042 0.1% 124-145
High 123-317 124-067 0-070 0.2% 124-145
Low 123-240 123-280 0-040 0.1% 123-295
Close 123-292 124-057 0-085 0.2% 123-317
Range 0-077 0-107 0-030 39.0% 0-170
ATR 0-066 0-069 0-003 4.5% 0-000
Volume 707,519 709,320 1,801 0.3% 2,761,259
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 125-029 124-310 124-116
R3 124-242 124-203 124-086
R2 124-135 124-135 124-077
R1 124-096 124-096 124-067 124-116
PP 124-028 124-028 124-028 124-038
S1 123-309 123-309 124-047 124-008
S2 123-241 123-241 124-037
S3 123-134 123-202 124-028
S4 123-027 123-095 123-318
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
5 124-100 123-240 0-180 0.5% 0-092 0.2% 76% False False 716,265
10 124-252 123-240 1-012 0.8% 0-078 0.2% 41% False False 632,176
20 124-267 123-240 1-027 0.9% 0-064 0.2% 39% False False 540,716
40 124-267 123-215 1-052 0.9% 0-065 0.2% 44% False False 541,966
60 124-267 123-060 1-207 1.3% 0-067 0.2% 60% False False 559,964
80 124-267 123-020 1-247 1.4% 0-064 0.2% 63% False False 421,856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 125-202
2.618 125-027
1.618 124-240
1.000 124-174
0.618 124-133
HIGH 124-067
0.618 124-026
0.500 124-014
0.382 124-001
LOW 123-280
0.618 123-214
1.000 123-173
1.618 123-107
2.618 123-000
4.250 122-145
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 124-042 124-036
PP 124-028 124-015
S1 124-014 123-314

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

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