ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 123-017 123-005 -0-012 0.0% 122-237
High 123-052 123-027 -0-025 -0.1% 123-065
Low 123-012 122-292 -0-040 -0.1% 122-087
Close 123-012 123-012 0-000 0.0% 123-045
Range 0-040 0-055 0-015 37.5% 0-298
ATR 0-104 0-101 -0-004 -3.4% 0-000
Volume 7,966 13,443 5,477 68.8% 115,473
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-169 123-145 123-042
R3 123-114 123-090 123-027
R2 123-059 123-059 123-022
R1 123-035 123-035 123-017 123-047
PP 123-004 123-004 123-004 123-010
S1 122-300 122-300 123-007 122-312
S2 122-269 122-269 123-002
S3 122-214 122-245 122-317
S4 122-159 122-190 122-302
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
5 123-065 122-165 0-220 0.6% 0-072 0.2% 76% False False 21,877
10 123-125 122-087 1-038 0.9% 0-097 0.2% 68% False False 24,825
20 124-047 122-087 1-280 1.5% 0-112 0.3% 41% False False 520,721
40 124-267 122-087 2-180 2.1% 0-090 0.2% 30% False False 542,982
60 124-267 122-087 2-180 2.1% 0-082 0.2% 30% False False 541,032
80 124-267 122-087 2-180 2.1% 0-079 0.2% 30% False False 561,678
100 124-267 122-087 2-180 2.1% 0-075 0.2% 30% False False 455,023
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-261
2.618 123-171
1.618 123-116
1.000 123-082
0.618 123-061
HIGH 123-027
0.618 123-006
0.500 123-000
0.382 122-313
LOW 122-292
0.618 122-258
1.000 122-237
1.618 122-203
2.618 122-148
4.250 122-058
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 123-008 123-018
PP 123-004 123-016
S1 123-000 123-014

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

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