ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 123-047 123-050 0-003 0.0% 123-200
High 123-075 123-115 0-040 0.1% 123-215
Low 122-312 122-255 -0-057 -0.1% 122-222
Close 123-040 122-315 -0-045 -0.1% 122-315
Range 0-083 0-180 0-097 116.9% 0-313
ATR 0-093 0-099 0-006 6.7% 0-000
Volume 1,272,221 470,441 -801,780 -63.0% 5,762,412
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 124-235 124-135 123-094
R3 124-055 123-275 123-044
R2 123-195 123-195 123-028
R1 123-095 123-095 123-012 123-055
PP 123-015 123-015 123-015 122-315
S1 122-235 122-235 122-298 122-195
S2 122-155 122-155 122-282
S3 121-295 122-055 122-266
S4 121-115 121-195 122-216
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 126-016 125-159 123-167
R3 125-023 124-166 123-081
R2 124-030 124-030 123-052
R1 123-173 123-173 123-024 123-105
PP 123-037 123-037 123-037 123-004
S1 122-180 122-180 122-286 122-112
S2 122-044 122-044 122-258
S3 121-051 121-187 122-229
S4 120-058 120-194 122-143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-240 122-222 1-018 0.9% 0-136 0.3% 28% False False 1,303,087
10 124-060 122-222 1-158 1.2% 0-122 0.3% 19% False False 1,132,030
20 124-252 122-222 2-030 1.7% 0-100 0.3% 14% False False 882,103
40 124-267 122-222 2-045 1.7% 0-076 0.2% 14% False False 684,265
60 124-267 122-222 2-045 1.7% 0-077 0.2% 14% False False 649,944
80 124-267 122-222 2-045 1.7% 0-073 0.2% 14% False False 562,814
100 124-267 122-222 2-045 1.7% 0-065 0.2% 14% False False 450,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-240
2.618 124-266
1.618 124-086
1.000 123-295
0.618 123-226
HIGH 123-115
0.618 123-046
0.500 123-025
0.382 123-004
LOW 122-255
0.618 122-144
1.000 122-075
1.618 121-284
2.618 121-104
4.250 120-130
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 123-025 123-008
PP 123-015 123-004
S1 123-005 123-000

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

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