ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 124-140 124-130 -0-010 0.0% 124-090
High 124-150 124-130 -0-020 -0.1% 124-150
Low 124-130 124-000 -0-130 -0.3% 124-000
Close 124-140 124-010 -0-130 -0.3% 124-010
Range 0-020 0-130 0-110 550.0% 0-150
ATR 0-028 0-036 0-008 28.6% 0-000
Volume 12,939 4,914 -8,025 -62.0% 26,605
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 125-117 125-033 124-082
R3 124-307 124-223 124-046
R2 124-177 124-177 124-034
R1 124-093 124-093 124-022 124-070
PP 124-047 124-047 124-047 124-035
S1 123-283 123-283 123-318 123-260
S2 123-237 123-237 123-306
S3 123-107 123-153 123-294
S4 122-297 123-023 123-258
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 125-183 125-087 124-092
R3 125-033 124-257 124-051
R2 124-203 124-203 124-038
R1 124-107 124-107 124-024 124-080
PP 124-053 124-053 124-053 124-040
S1 123-277 123-277 123-316 123-250
S2 123-223 123-223 123-302
S3 123-073 123-127 123-289
S4 122-243 122-297 123-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-150 124-000 0-150 0.4% 0-040 0.1% 7% False True 5,321
10 124-150 124-000 0-150 0.4% 0-026 0.1% 7% False True 3,659
20 124-150 123-270 0-200 0.5% 0-020 0.1% 30% False False 2,463
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 24 trading days
Fibonacci Retracements and Extensions
4.250 126-042
2.618 125-150
1.618 125-020
1.000 124-260
0.618 124-210
HIGH 124-130
0.618 124-080
0.500 124-065
0.382 124-050
LOW 124-000
0.618 123-240
1.000 123-190
1.618 123-110
2.618 122-300
4.250 122-088
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 124-065 124-075
PP 124-047 124-053
S1 124-028 124-032

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

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