ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 124-027 123-300 -0-047 -0.1% 123-307
High 124-060 124-012 -0-048 -0.1% 124-067
Low 123-275 123-265 -0-010 0.0% 123-240
Close 123-297 123-290 -0-007 0.0% 123-297
Range 0-105 0-067 -0-038 -36.2% 0-147
ATR 0-071 0-071 0-000 -0.4% 0-000
Volume 694,960 647,000 -47,960 -6.9% 3,381,577
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 124-177 124-140 124-007
R3 124-110 124-073 123-308
R2 124-043 124-043 123-302
R1 124-006 124-006 123-296 123-311
PP 123-296 123-296 123-296 123-288
S1 123-259 123-259 123-284 123-244
S2 123-229 123-229 123-278
S3 123-162 123-192 123-272
S4 123-095 123-125 123-253
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 125-109 125-030 124-058
R3 124-282 124-203 124-017
R2 124-135 124-135 124-004
R1 124-056 124-056 123-310 124-022
PP 123-308 123-308 123-308 123-291
S1 123-229 123-229 123-284 123-195
S2 123-161 123-161 123-270
S3 123-014 123-082 123-257
S4 122-187 122-255 123-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-067 123-240 0-147 0.4% 0-089 0.2% 34% False False 679,529
10 124-137 123-240 0-217 0.5% 0-077 0.2% 23% False False 642,614
20 124-267 123-240 1-027 0.9% 0-068 0.2% 14% False False 565,243
40 124-267 123-215 1-052 0.9% 0-067 0.2% 20% False False 551,188
60 124-267 123-060 1-207 1.3% 0-068 0.2% 44% False False 575,330
80 124-267 123-020 1-247 1.4% 0-066 0.2% 48% False False 438,599
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-297
2.618 124-187
1.618 124-120
1.000 124-079
0.618 124-053
HIGH 124-012
0.618 123-306
0.500 123-298
0.382 123-291
LOW 123-265
0.618 123-224
1.000 123-198
1.618 123-157
2.618 123-090
4.250 122-300
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 123-298 124-006
PP 123-296 123-314
S1 123-293 123-302

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

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