ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 07-Jun-2013
Day Change Summary
Previous Current
06-Jun-2013 07-Jun-2013 Change Change % Previous Week
Open 123-032 123-045 0-013 0.0% 123-027
High 123-125 123-105 -0-020 -0.1% 123-125
Low 123-002 122-250 -0-072 -0.2% 122-250
Close 123-050 122-257 -0-113 -0.3% 122-257
Range 0-123 0-175 0-052 42.3% 0-195
ATR 0-100 0-106 0-005 5.3% 0-000
Volume 18,614 29,945 11,331 60.9% 299,204
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 124-196 124-081 123-033
R3 124-021 123-226 122-305
R2 123-166 123-166 122-289
R1 123-051 123-051 122-273 123-021
PP 122-311 122-311 122-311 122-296
S1 122-196 122-196 122-241 122-166
S2 122-136 122-136 122-225
S3 121-281 122-021 122-209
S4 121-106 121-166 122-161
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 124-262 124-135 123-044
R3 124-067 123-260 122-311
R2 123-192 123-192 122-293
R1 123-065 123-065 122-275 123-031
PP 122-317 122-317 122-317 122-300
S1 122-190 122-190 122-239 122-156
S2 122-122 122-122 122-221
S3 121-247 121-315 122-203
S4 121-052 121-120 122-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-125 122-250 0-195 0.5% 0-119 0.3% 4% False True 59,840
10 123-240 122-222 1-018 0.9% 0-128 0.3% 10% False False 681,464
20 124-100 122-222 1-198 1.3% 0-114 0.3% 7% False False 760,042
40 124-267 122-222 2-045 1.7% 0-084 0.2% 5% False False 624,694
60 124-267 122-222 2-045 1.7% 0-080 0.2% 5% False False 606,881
80 124-267 122-222 2-045 1.7% 0-077 0.2% 5% False False 566,016
100 124-267 122-222 2-045 1.7% 0-071 0.2% 5% False False 453,706
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-209
2.618 124-243
1.618 124-068
1.000 123-280
0.618 123-213
HIGH 123-105
0.618 123-038
0.500 123-018
0.382 122-317
LOW 122-250
0.618 122-142
1.000 122-075
1.618 121-287
2.618 121-112
4.250 120-146
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 123-018 123-028
PP 122-311 122-317
S1 122-284 122-287

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

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