ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 122-062 121-295 -0-087 -0.2% 123-017
High 122-062 121-295 -0-087 -0.2% 123-052
Low 121-245 121-140 -0-105 -0.3% 121-140
Close 121-295 121-140 -0-155 -0.4% 121-140
Range 0-137 0-155 0-018 13.1% 1-232
ATR 0-122 0-124 0-002 2.0% 0-000
Volume 1,831 1,055 -776 -42.4% 36,225
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-017 122-233 121-225
R3 122-182 122-078 121-183
R2 122-027 122-027 121-168
R1 121-243 121-243 121-154 121-218
PP 121-192 121-192 121-192 121-179
S1 121-088 121-088 121-126 121-062
S2 121-037 121-037 121-112
S3 120-202 120-253 121-097
S4 120-047 120-098 121-055
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 127-060 126-012 122-124
R3 125-148 124-100 121-292
R2 123-236 123-236 121-241
R1 122-188 122-188 121-191 122-096
PP 122-004 122-004 122-004 121-278
S1 120-276 120-276 121-089 120-184
S2 120-092 120-092 121-039
S3 118-180 119-044 120-308
S4 116-268 117-132 120-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-052 121-140 1-232 1.4% 0-147 0.4% 0% False True 7,245
10 123-065 121-140 1-245 1.5% 0-123 0.3% 0% False True 15,169
20 123-240 121-140 2-100 1.9% 0-126 0.3% 0% False True 348,317
40 124-267 121-140 3-127 2.8% 0-102 0.3% 0% False True 505,871
60 124-267 121-140 3-127 2.8% 0-088 0.2% 0% False True 508,947
80 124-267 121-140 3-127 2.8% 0-084 0.2% 0% False True 527,097
100 124-267 121-140 3-127 2.8% 0-079 0.2% 0% False True 455,103
120 124-267 121-140 3-127 2.8% 0-069 0.2% 0% False True 379,362
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-314
2.618 123-061
1.618 122-226
1.000 122-130
0.618 122-071
HIGH 121-295
0.618 121-236
0.500 121-218
0.382 121-199
LOW 121-140
0.618 121-044
1.000 120-305
1.618 120-209
2.618 120-054
4.250 119-121
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 121-218 122-078
PP 121-192 121-312
S1 121-166 121-226

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

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