ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 122-222 122-307 0-085 0.2% 122-237
High 122-310 123-065 0-075 0.2% 123-065
Low 122-197 122-307 0-110 0.3% 122-087
Close 122-247 123-045 0-118 0.3% 123-045
Range 0-113 0-078 -0-035 -31.0% 0-298
ATR 0-107 0-109 0-002 2.1% 0-000
Volume 52,449 20,299 -32,150 -61.3% 115,473
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-266 123-234 123-088
R3 123-188 123-156 123-066
R2 123-110 123-110 123-059
R1 123-078 123-078 123-052 123-094
PP 123-032 123-032 123-032 123-040
S1 123-000 123-000 123-038 123-016
S2 122-274 122-274 123-031
S3 122-196 122-242 123-024
S4 122-118 122-164 123-002
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 125-213 125-107 123-209
R3 124-235 124-129 123-127
R2 123-257 123-257 123-100
R1 123-151 123-151 123-072 123-204
PP 122-279 122-279 122-279 122-306
S1 122-173 122-173 123-018 122-226
S2 121-301 121-301 122-310
S3 121-003 121-195 122-283
S4 120-025 120-217 122-201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-065 122-087 0-298 0.8% 0-100 0.3% 93% True False 23,094
10 123-125 122-087 1-038 0.9% 0-110 0.3% 78% False False 41,467
20 124-060 122-087 1-293 1.6% 0-116 0.3% 45% False False 586,749
40 124-267 122-087 2-180 2.1% 0-090 0.2% 34% False False 563,732
60 124-267 122-087 2-180 2.1% 0-082 0.2% 34% False False 556,894
80 124-267 122-087 2-180 2.1% 0-080 0.2% 34% False False 566,660
100 124-267 122-087 2-180 2.1% 0-075 0.2% 34% False False 454,835
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-076
2.618 123-269
1.618 123-191
1.000 123-143
0.618 123-113
HIGH 123-065
0.618 123-035
0.500 123-026
0.382 123-017
LOW 122-307
0.618 122-259
1.000 122-229
1.618 122-181
2.618 122-103
4.250 121-296
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 123-039 123-015
PP 123-032 122-305
S1 123-026 122-275

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

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