ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 123-027 123-040 0-013 0.0% 123-200
High 123-097 123-055 -0-042 -0.1% 123-215
Low 122-270 122-300 0-030 0.1% 122-222
Close 123-022 123-002 -0-020 -0.1% 122-315
Range 0-147 0-075 -0-072 -49.0% 0-313
ATR 0-102 0-100 -0-002 -1.9% 0-000
Volume 142,203 45,629 -96,574 -67.9% 5,762,412
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-237 123-195 123-043
R3 123-162 123-120 123-023
R2 123-087 123-087 123-016
R1 123-045 123-045 123-009 123-028
PP 123-012 123-012 123-012 123-004
S1 122-290 122-290 122-315 122-274
S2 122-257 122-257 122-308
S3 122-182 122-215 122-301
S4 122-107 122-140 122-281
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
5 123-115 122-222 0-213 0.5% 0-127 0.3% 47% False False 814,518
10 124-047 122-222 1-145 1.2% 0-127 0.3% 22% False False 1,016,617
20 124-137 122-222 1-235 1.4% 0-102 0.3% 18% False False 829,616
40 124-267 122-222 2-045 1.7% 0-079 0.2% 15% False False 659,391
60 124-267 122-222 2-045 1.7% 0-077 0.2% 15% False False 627,845
80 124-267 122-222 2-045 1.7% 0-074 0.2% 15% False False 564,888
100 124-267 122-222 2-045 1.7% 0-067 0.2% 15% False False 452,600
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-054
2.618 123-251
1.618 123-176
1.000 123-130
0.618 123-101
HIGH 123-055
0.618 123-026
0.500 123-018
0.382 123-009
LOW 122-300
0.618 122-254
1.000 122-225
1.618 122-179
2.618 122-104
4.250 121-301
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 123-018 123-025
PP 123-012 123-017
S1 123-007 123-010

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

View Archives - Comment on this page... - Back to Index of Symbols