ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 123-015 122-062 -0-273 -0.7% 122-237
High 123-015 122-062 -0-273 -0.7% 123-065
Low 121-307 121-245 -0-062 -0.2% 122-087
Close 122-087 121-295 -0-112 -0.3% 123-045
Range 1-028 0-137 -0-211 -60.6% 0-298
ATR 0-118 0-122 0-003 2.6% 0-000
Volume 11,930 1,831 -10,099 -84.7% 115,473
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-078 123-004 122-050
R3 122-261 122-187 122-013
R2 122-124 122-124 122-000
R1 122-050 122-050 121-308 122-018
PP 121-307 121-307 121-307 121-292
S1 121-233 121-233 121-282 121-202
S2 121-170 121-170 121-270
S3 121-033 121-096 121-257
S4 120-216 120-279 121-220
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
5 123-065 121-245 1-140 1.2% 0-132 0.3% 11% False True 11,093
10 123-105 121-245 1-180 1.3% 0-125 0.3% 10% False True 18,058
20 123-267 121-245 2-022 1.7% 0-124 0.3% 8% False True 407,618
40 124-267 121-245 3-022 2.5% 0-099 0.3% 5% False True 515,426
60 124-267 121-245 3-022 2.5% 0-087 0.2% 5% False True 521,838
80 124-267 121-245 3-022 2.5% 0-083 0.2% 5% False True 537,817
100 124-267 121-245 3-022 2.5% 0-078 0.2% 5% False True 455,116
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 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-004
2.618 123-101
1.618 122-284
1.000 122-199
0.618 122-147
HIGH 122-062
0.618 122-010
0.500 121-314
0.382 121-297
LOW 121-245
0.618 121-160
1.000 121-108
1.618 121-023
2.618 120-206
4.250 119-303
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 121-314 122-136
PP 121-307 122-082
S1 121-301 122-029

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

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