ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 123-197 123-200 0-003 0.0% 123-300
High 123-240 123-215 -0-025 -0.1% 124-047
Low 123-185 123-002 -0-183 -0.5% 123-147
Close 123-212 123-047 -0-165 -0.4% 123-212
Range 0-055 0-213 0-158 287.3% 0-220
ATR 0-080 0-089 0-010 12.0% 0-000
Volume 753,027 1,877,653 1,124,626 149.3% 4,862,935
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 125-087 124-280 123-164
R3 124-194 124-067 123-106
R2 123-301 123-301 123-086
R1 123-174 123-174 123-067 123-131
PP 123-088 123-088 123-088 123-066
S1 122-281 122-281 123-027 122-238
S2 122-195 122-195 123-008
S3 121-302 122-068 122-308
S4 121-089 121-175 122-250
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
5 124-047 123-002 1-045 0.9% 0-127 0.3% 12% False True 1,218,717
10 124-067 123-002 1-065 1.0% 0-108 0.3% 12% False True 949,123
20 124-267 123-002 1-265 1.5% 0-088 0.2% 8% False True 759,836
40 124-267 123-002 1-265 1.5% 0-072 0.2% 8% False True 630,705
60 124-267 123-002 1-265 1.5% 0-073 0.2% 8% False True 607,023
80 124-267 123-002 1-265 1.5% 0-071 0.2% 8% False True 514,553
100 124-267 123-002 1-265 1.5% 0-061 0.2% 8% False True 411,878
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 126-160
2.618 125-133
1.618 124-240
1.000 124-108
0.618 124-027
HIGH 123-215
0.618 123-134
0.500 123-108
0.382 123-083
LOW 123-002
0.618 122-190
1.000 122-109
1.618 121-297
2.618 121-084
4.250 120-057
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 123-108 123-134
PP 123-088 123-105
S1 123-068 123-076

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

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