ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 123-040 122-305 -0-055 -0.1% 123-200
High 123-055 123-062 0-007 0.0% 123-215
Low 122-300 122-305 0-005 0.0% 122-222
Close 123-002 123-030 0-028 0.1% 122-315
Range 0-075 0-077 0-002 2.7% 0-313
ATR 0-100 0-099 -0-002 -1.7% 0-000
Volume 45,629 62,813 17,184 37.7% 5,762,412
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-257 123-220 123-072
R3 123-180 123-143 123-051
R2 123-103 123-103 123-044
R1 123-066 123-066 123-037 123-084
PP 123-026 123-026 123-026 123-035
S1 122-309 122-309 123-023 123-008
S2 122-269 122-269 123-016
S3 122-192 122-232 123-009
S4 122-115 122-155 122-308
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
5 123-115 122-255 0-180 0.5% 0-112 0.3% 53% False False 398,661
10 124-047 122-222 1-145 1.2% 0-128 0.3% 28% False False 943,132
20 124-137 122-222 1-235 1.4% 0-104 0.3% 23% False False 813,836
40 124-267 122-222 2-045 1.7% 0-080 0.2% 19% False False 649,633
60 124-267 122-222 2-045 1.7% 0-078 0.2% 19% False False 622,932
80 124-267 122-222 2-045 1.7% 0-074 0.2% 19% False False 565,538
100 124-267 122-222 2-045 1.7% 0-068 0.2% 19% False False 453,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-069
2.618 123-264
1.618 123-187
1.000 123-139
0.618 123-110
HIGH 123-062
0.618 123-033
0.500 123-024
0.382 123-014
LOW 122-305
0.618 122-257
1.000 122-228
1.618 122-180
2.618 122-103
4.250 121-298
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 123-028 123-028
PP 123-026 123-026
S1 123-024 123-024

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

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