ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 123-050 123-027 -0-023 -0.1% 123-200
High 123-115 123-097 -0-018 0.0% 123-215
Low 122-255 122-270 0-015 0.0% 122-222
Close 122-315 123-022 0-027 0.1% 122-315
Range 0-180 0-147 -0-033 -18.3% 0-313
ATR 0-099 0-102 0-003 3.5% 0-000
Volume 470,441 142,203 -328,238 -69.8% 5,762,412
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 124-144 124-070 123-103
R3 123-317 123-243 123-062
R2 123-170 123-170 123-049
R1 123-096 123-096 123-035 123-060
PP 123-023 123-023 123-023 123-005
S1 122-269 122-269 123-009 122-232
S2 122-196 122-196 122-315
S3 122-049 122-122 122-302
S4 121-222 121-295 122-261
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
5 123-215 122-222 0-313 0.8% 0-155 0.4% 38% False False 1,180,923
10 124-047 122-222 1-145 1.2% 0-126 0.3% 26% False False 1,076,755
20 124-145 122-222 1-243 1.4% 0-100 0.3% 21% False False 845,519
40 124-267 122-222 2-045 1.7% 0-078 0.2% 18% False False 670,108
60 124-267 122-222 2-045 1.7% 0-078 0.2% 18% False False 642,206
80 124-267 122-222 2-045 1.7% 0-074 0.2% 18% False False 564,485
100 124-267 122-222 2-045 1.7% 0-066 0.2% 18% False False 452,145
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-082
2.618 124-162
1.618 124-015
1.000 123-244
0.618 123-188
HIGH 123-097
0.618 123-041
0.500 123-024
0.382 123-006
LOW 122-270
0.618 122-179
1.000 122-123
1.618 122-032
2.618 121-205
4.250 120-285
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 123-024 123-025
PP 123-023 123-024
S1 123-022 123-023

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

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