ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 123-045 122-237 -0-128 -0.3% 123-027
High 123-105 122-267 -0-158 -0.4% 123-125
Low 122-250 122-180 -0-070 -0.2% 122-250
Close 122-257 122-202 -0-055 -0.1% 122-257
Range 0-175 0-087 -0-088 -50.3% 0-195
ATR 0-106 0-104 -0-001 -1.3% 0-000
Volume 29,945 10,534 -19,411 -64.8% 299,204
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-157 123-107 122-250
R3 123-070 123-020 122-226
R2 122-303 122-303 122-218
R1 122-253 122-253 122-210 122-234
PP 122-216 122-216 122-216 122-207
S1 122-166 122-166 122-194 122-148
S2 122-129 122-129 122-186
S3 122-042 122-079 122-178
S4 121-275 121-312 122-154
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
5 123-125 122-180 0-265 0.7% 0-107 0.3% 8% False True 33,507
10 123-215 122-180 1-035 0.9% 0-131 0.3% 6% False True 607,215
20 124-067 122-180 1-207 1.3% 0-112 0.3% 4% False True 715,833
40 124-267 122-180 2-087 1.9% 0-084 0.2% 3% False True 614,168
60 124-267 122-180 2-087 1.9% 0-081 0.2% 3% False True 597,083
80 124-267 122-180 2-087 1.9% 0-078 0.2% 3% False True 565,995
100 124-267 122-180 2-087 1.9% 0-072 0.2% 3% False True 453,809
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-317
2.618 123-175
1.618 123-088
1.000 123-034
0.618 123-001
HIGH 122-267
0.618 122-234
0.500 122-224
0.382 122-213
LOW 122-180
0.618 122-126
1.000 122-093
1.618 122-039
2.618 121-272
4.250 121-130
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 122-224 122-312
PP 122-216 122-276
S1 122-209 122-239

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

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