ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 123-300 123-292 -0-008 0.0% 123-307
High 124-012 124-002 -0-010 0.0% 124-067
Low 123-265 123-250 -0-015 0.0% 123-240
Close 123-290 123-300 0-010 0.0% 123-297
Range 0-067 0-072 0-005 7.5% 0-147
ATR 0-071 0-071 0-000 0.1% 0-000
Volume 647,000 797,665 150,665 23.3% 3,381,577
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 124-187 124-155 124-020
R3 124-115 124-083 124-000
R2 124-043 124-043 123-313
R1 124-011 124-011 123-307 124-027
PP 123-291 123-291 123-291 123-298
S1 123-259 123-259 123-293 123-275
S2 123-219 123-219 123-287
S3 123-147 123-187 123-280
S4 123-075 123-115 123-260
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% 0-086 0.2% 41% False False 711,292
10 124-137 123-240 0-217 0.5% 0-080 0.2% 28% False False 684,540
20 124-267 123-240 1-027 0.9% 0-068 0.2% 17% False False 571,794
40 124-267 123-240 1-027 0.9% 0-066 0.2% 17% False False 556,859
60 124-267 123-060 1-207 1.3% 0-067 0.2% 46% False False 575,486
80 124-267 123-020 1-247 1.4% 0-065 0.2% 49% False False 448,546
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-308
2.618 124-190
1.618 124-118
1.000 124-074
0.618 124-046
HIGH 124-002
0.618 123-294
0.500 123-286
0.382 123-278
LOW 123-250
0.618 123-206
1.000 123-178
1.618 123-134
2.618 123-062
4.250 122-264
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 123-295 123-315
PP 123-291 123-310
S1 123-286 123-305

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

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