ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 123-200 123-015 -0-185 -0.5% 123-300
High 123-215 123-052 -0-163 -0.4% 124-047
Low 123-002 122-222 -0-100 -0.3% 123-147
Close 123-047 123-035 -0-012 0.0% 123-212
Range 0-213 0-150 -0-063 -29.6% 0-220
ATR 0-089 0-093 0-004 4.9% 0-000
Volume 1,877,653 2,142,097 264,444 14.1% 4,862,935
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 124-126 124-071 123-118
R3 123-296 123-241 123-076
R2 123-146 123-146 123-062
R1 123-091 123-091 123-049 123-118
PP 122-316 122-316 122-316 123-010
S1 122-261 122-261 123-021 122-288
S2 122-166 122-166 123-008
S3 122-016 122-111 122-314
S4 121-186 121-281 122-272
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
5 124-047 122-222 1-145 1.2% 0-143 0.4% 29% False True 1,487,604
10 124-067 122-222 1-165 1.2% 0-114 0.3% 27% False True 1,099,448
20 124-267 122-222 2-045 1.7% 0-093 0.2% 19% False True 837,282
40 124-267 122-222 2-045 1.7% 0-074 0.2% 19% False True 673,874
60 124-267 122-222 2-045 1.7% 0-074 0.2% 19% False True 635,955
80 124-267 122-222 2-045 1.7% 0-071 0.2% 19% False True 541,302
100 124-267 122-222 2-045 1.7% 0-062 0.2% 19% False True 433,299
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
4.250 125-050
2.618 124-125
1.618 123-295
1.000 123-202
0.618 123-145
HIGH 123-052
0.618 122-315
0.500 122-297
0.382 122-279
LOW 122-222
0.618 122-129
1.000 122-072
1.618 121-299
2.618 121-149
4.250 120-224
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 123-016 123-071
PP 122-316 123-059
S1 122-297 123-047

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

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