ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 123-195 123-197 0-002 0.0% 123-300
High 123-267 123-240 -0-027 -0.1% 124-047
Low 123-147 123-185 0-038 0.1% 123-147
Close 123-200 123-212 0-012 0.0% 123-212
Range 0-120 0-055 -0-065 -54.2% 0-220
ATR 0-081 0-080 -0-002 -2.3% 0-000
Volume 1,187,088 753,027 -434,061 -36.6% 4,862,935
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 124-057 124-030 123-242
R3 124-002 123-295 123-227
R2 123-267 123-267 123-222
R1 123-240 123-240 123-217 123-254
PP 123-212 123-212 123-212 123-219
S1 123-185 123-185 123-207 123-198
S2 123-157 123-157 123-202
S3 123-102 123-130 123-197
S4 123-047 123-075 123-182
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 125-262 125-137 124-013
R3 125-042 124-237 123-272
R2 124-142 124-142 123-252
R1 124-017 124-017 123-232 123-290
PP 123-242 123-242 123-242 123-218
S1 123-117 123-117 123-192 123-070
S2 123-022 123-022 123-172
S3 122-122 122-217 123-152
S4 121-222 121-317 123-091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-047 123-147 0-220 0.6% 0-098 0.2% 30% False False 972,587
10 124-067 123-147 0-240 0.6% 0-093 0.2% 27% False False 824,451
20 124-267 123-147 1-120 1.1% 0-078 0.2% 15% False False 681,339
40 124-267 123-147 1-120 1.1% 0-069 0.2% 15% False False 592,933
60 124-267 123-060 1-207 1.3% 0-070 0.2% 29% False False 586,040
80 124-267 123-040 1-227 1.4% 0-068 0.2% 31% False False 491,197
100 124-267 123-020 1-247 1.4% 0-059 0.1% 34% False False 393,101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 124-154
2.618 124-064
1.618 124-009
1.000 123-295
0.618 123-274
HIGH 123-240
0.618 123-219
0.500 123-212
0.382 123-206
LOW 123-185
0.618 123-151
1.000 123-130
1.618 123-096
2.618 123-041
4.250 122-271
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 123-212 123-257
PP 123-212 123-242
S1 123-212 123-227

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

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