ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 122-195 122-212 0-017 0.0% 123-027
High 122-235 122-237 0-002 0.0% 123-125
Low 122-087 122-165 0-078 0.2% 122-250
Close 122-220 122-177 -0-043 -0.1% 122-257
Range 0-148 0-072 -0-076 -51.4% 0-195
ATR 0-108 0-105 -0-003 -2.4% 0-000
Volume 16,961 15,230 -1,731 -10.2% 299,204
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-089 123-045 122-217
R3 123-017 122-293 122-197
R2 122-265 122-265 122-190
R1 122-221 122-221 122-184 122-207
PP 122-193 122-193 122-193 122-186
S1 122-149 122-149 122-170 122-135
S2 122-121 122-121 122-164
S3 122-049 122-077 122-157
S4 121-297 122-005 122-137
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
5 123-125 122-087 1-038 0.9% 0-121 0.3% 25% False False 18,256
10 123-125 122-087 1-038 0.9% 0-117 0.3% 25% False False 208,459
20 124-067 122-087 1-300 1.6% 0-116 0.3% 15% False False 653,953
40 124-267 122-087 2-180 2.1% 0-087 0.2% 11% False False 589,867
60 124-267 122-087 2-180 2.1% 0-081 0.2% 11% False False 578,703
80 124-267 122-087 2-180 2.1% 0-079 0.2% 11% False False 566,124
100 124-267 122-087 2-180 2.1% 0-073 0.2% 11% False False 454,111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-036
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 123-223
2.618 123-105
1.618 123-033
1.000 122-309
0.618 122-281
HIGH 122-237
0.618 122-209
0.500 122-201
0.382 122-193
LOW 122-165
0.618 122-121
1.000 122-093
1.618 122-049
2.618 121-297
4.250 121-179
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 122-201 122-177
PP 122-193 122-177
S1 122-185 122-177

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

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