ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 24-Apr-2013
Day Change Summary
Previous Current
23-Apr-2013 24-Apr-2013 Change Change % Previous Week
Open 124-020 124-030 0-010 0.0% 124-030
High 124-020 124-040 0-020 0.1% 124-030
Low 124-020 124-020 0-000 0.0% 124-000
Close 124-020 124-040 0-020 0.1% 124-000
Range 0-000 0-020 0-020 0-030
ATR 0-029 0-029 -0-001 -2.2% 0-000
Volume 1,274 1,018 -256 -20.1% 9,921
Daily Pivots for day following 24-Apr-2013
Classic Woodie Camarilla DeMark
R4 124-093 124-087 124-051
R3 124-073 124-067 124-046
R2 124-053 124-053 124-044
R1 124-047 124-047 124-042 124-050
PP 124-033 124-033 124-033 124-035
S1 124-027 124-027 124-038 124-030
S2 124-013 124-013 124-036
S3 123-313 124-007 124-034
S4 123-293 123-307 124-029
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 124-100 124-080 124-016
R3 124-070 124-050 124-008
R2 124-040 124-040 124-006
R1 124-020 124-020 124-003 124-015
PP 124-010 124-010 124-010 124-008
S1 123-310 123-310 123-317 123-305
S2 123-300 123-300 123-314
S3 123-270 123-280 123-312
S4 123-240 123-250 123-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-040 124-000 0-040 0.1% 0-008 0.0% 100% True False 1,253
10 124-040 123-280 0-080 0.2% 0-008 0.0% 100% True False 1,444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-125
2.618 124-092
1.618 124-072
1.000 124-060
0.618 124-052
HIGH 124-040
0.618 124-032
0.500 124-030
0.382 124-028
LOW 124-020
0.618 124-008
1.000 124-000
1.618 123-308
2.618 123-288
4.250 123-255
Fisher Pivots for day following 24-Apr-2013
Pivot 1 day 3 day
R1 124-037 124-037
PP 124-033 124-033
S1 124-030 124-030

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

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