ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 123-312 123-195 -0-117 -0.3% 123-307
High 124-047 123-267 -0-100 -0.3% 124-067
Low 123-190 123-147 -0-043 -0.1% 123-240
Close 123-202 123-200 -0-002 0.0% 123-297
Range 0-177 0-120 -0-057 -32.2% 0-147
ATR 0-078 0-081 0-003 3.8% 0-000
Volume 1,478,155 1,187,088 -291,067 -19.7% 3,381,577
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 124-245 124-182 123-266
R3 124-125 124-062 123-233
R2 124-005 124-005 123-222
R1 123-262 123-262 123-211 123-294
PP 123-205 123-205 123-205 123-220
S1 123-142 123-142 123-189 123-174
S2 123-085 123-085 123-178
S3 122-285 123-022 123-167
S4 122-165 122-222 123-134
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
5 124-060 123-147 0-233 0.6% 0-108 0.3% 23% False True 960,973
10 124-100 123-147 0-273 0.7% 0-100 0.3% 19% False True 838,619
20 124-267 123-147 1-120 1.1% 0-078 0.2% 12% False True 663,425
40 124-267 123-147 1-120 1.1% 0-070 0.2% 12% False True 589,263
60 124-267 123-060 1-207 1.3% 0-070 0.2% 27% False False 586,690
80 124-267 123-040 1-227 1.4% 0-068 0.2% 29% False False 481,799
100 124-267 123-020 1-247 1.4% 0-058 0.1% 32% False False 385,571
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 0-029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-137
2.618 124-261
1.618 124-141
1.000 124-067
0.618 124-021
HIGH 123-267
0.618 123-221
0.500 123-207
0.382 123-193
LOW 123-147
0.618 123-073
1.000 123-027
1.618 122-273
2.618 122-153
4.250 121-277
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 123-207 123-257
PP 123-205 123-238
S1 123-202 123-219

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

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