ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 123-015 123-047 0-032 0.1% 123-300
High 123-052 123-075 0-023 0.1% 124-047
Low 122-222 122-312 0-090 0.2% 123-147
Close 123-035 123-040 0-005 0.0% 123-212
Range 0-150 0-083 -0-067 -44.7% 0-220
ATR 0-093 0-093 -0-001 -0.8% 0-000
Volume 2,142,097 1,272,221 -869,876 -40.6% 4,862,935
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 123-285 123-245 123-086
R3 123-202 123-162 123-063
R2 123-119 123-119 123-055
R1 123-079 123-079 123-048 123-058
PP 123-036 123-036 123-036 123-025
S1 122-316 122-316 123-032 122-294
S2 122-273 122-273 123-025
S3 122-190 122-233 123-017
S4 122-107 122-150 122-314
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
5 123-267 122-222 1-045 0.9% 0-124 0.3% 38% False False 1,446,417
10 124-067 122-222 1-165 1.2% 0-115 0.3% 28% False False 1,155,918
20 124-260 122-222 2-038 1.7% 0-093 0.2% 20% False False 879,888
40 124-267 122-222 2-045 1.7% 0-074 0.2% 20% False False 690,561
60 124-267 122-222 2-045 1.7% 0-075 0.2% 20% False False 649,875
80 124-267 122-222 2-045 1.7% 0-071 0.2% 20% False False 556,969
100 124-267 122-222 2-045 1.7% 0-063 0.2% 20% False False 446,019
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 0-031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-108
2.618 123-292
1.618 123-209
1.000 123-158
0.618 123-126
HIGH 123-075
0.618 123-043
0.500 123-034
0.382 123-024
LOW 122-312
0.618 122-261
1.000 122-229
1.618 122-178
2.618 122-095
4.250 121-279
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 123-038 123-058
PP 123-036 123-052
S1 123-034 123-046

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

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