ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 123-292 123-312 0-020 0.1% 123-307
High 124-002 124-047 0-045 0.1% 124-067
Low 123-250 123-190 -0-060 -0.2% 123-240
Close 123-300 123-202 -0-098 -0.2% 123-297
Range 0-072 0-177 0-105 145.8% 0-147
ATR 0-071 0-078 0-008 10.7% 0-000
Volume 797,665 1,478,155 680,490 85.3% 3,381,577
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 125-144 125-030 123-299
R3 124-287 124-173 123-251
R2 124-110 124-110 123-234
R1 123-316 123-316 123-218 123-284
PP 123-253 123-253 123-253 123-237
S1 123-139 123-139 123-186 123-108
S2 123-076 123-076 123-170
S3 122-219 122-282 123-153
S4 122-042 122-105 123-105
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
5 124-067 123-190 0-197 0.5% 0-106 0.3% 6% False True 865,420
10 124-137 123-190 0-267 0.7% 0-093 0.2% 4% False True 783,608
20 124-267 123-190 1-077 1.0% 0-074 0.2% 3% False True 623,235
40 124-267 123-190 1-077 1.0% 0-069 0.2% 3% False True 578,948
60 124-267 123-060 1-207 1.3% 0-069 0.2% 27% False False 581,217
80 124-267 123-040 1-227 1.4% 0-067 0.2% 30% False False 466,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 126-159
2.618 125-190
1.618 125-013
1.000 124-224
0.618 124-156
HIGH 124-047
0.618 123-299
0.500 123-278
0.382 123-258
LOW 123-190
0.618 123-081
1.000 123-013
1.618 122-224
2.618 122-047
4.250 121-078
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 123-278 123-278
PP 123-253 123-253
S1 123-228 123-228

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

View Archives - Comment on this page... - Back to Index of Symbols