ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 122-305 123-032 0-047 0.1% 123-200
High 123-062 123-125 0-063 0.2% 123-215
Low 122-305 123-002 0-017 0.0% 122-222
Close 123-030 123-050 0-020 0.1% 122-315
Range 0-077 0-123 0-046 59.7% 0-313
ATR 0-099 0-100 0-002 1.8% 0-000
Volume 62,813 18,614 -44,199 -70.4% 5,762,412
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 124-108 124-042 123-118
R3 123-305 123-239 123-084
R2 123-182 123-182 123-073
R1 123-116 123-116 123-061 123-149
PP 123-059 123-059 123-059 123-076
S1 122-313 122-313 123-039 123-026
S2 122-256 122-256 123-027
S3 122-133 122-190 123-016
S4 122-010 122-067 122-302
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
5 123-125 122-255 0-190 0.5% 0-120 0.3% 61% True False 147,940
10 123-267 122-222 1-045 0.9% 0-122 0.3% 41% False False 797,178
20 124-137 122-222 1-235 1.4% 0-108 0.3% 27% False False 790,393
40 124-267 122-222 2-045 1.7% 0-081 0.2% 22% False False 636,201
60 124-267 122-222 2-045 1.7% 0-078 0.2% 22% False False 615,963
80 124-267 122-222 2-045 1.7% 0-075 0.2% 22% False False 565,692
100 124-267 122-222 2-045 1.7% 0-069 0.2% 22% False False 453,407
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 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-008
2.618 124-127
1.618 124-004
1.000 123-248
0.618 123-201
HIGH 123-125
0.618 123-078
0.500 123-064
0.382 123-049
LOW 123-002
0.618 122-246
1.000 122-199
1.618 122-123
2.618 122-000
4.250 121-119
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 123-064 123-052
PP 123-059 123-052
S1 123-054 123-051

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

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