ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 09-May-2013
Day Change Summary
Previous Current
08-May-2013 09-May-2013 Change Change % Previous Week
Open 123-300 123-300 0-000 0.0% 124-090
High 123-310 123-310 0-000 0.0% 124-150
Low 123-280 123-290 0-010 0.0% 124-000
Close 123-300 123-290 -0-010 0.0% 124-010
Range 0-030 0-020 -0-010 -33.3% 0-150
ATR 0-034 0-033 -0-001 -3.0% 0-000
Volume 926 3,029 2,103 227.1% 26,605
Daily Pivots for day following 09-May-2013
Classic Woodie Camarilla DeMark
R4 124-037 124-023 123-301
R3 124-017 124-003 123-296
R2 123-317 123-317 123-294
R1 123-303 123-303 123-292 123-300
PP 123-297 123-297 123-297 123-295
S1 123-283 123-283 123-288 123-280
S2 123-277 123-277 123-286
S3 123-257 123-263 123-284
S4 123-237 123-243 123-279
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
5 124-130 123-280 0-170 0.4% 0-046 0.1% 6% False False 4,910
10 124-150 123-280 0-190 0.5% 0-034 0.1% 5% False False 5,070
20 124-150 123-280 0-190 0.5% 0-020 0.1% 5% False False 3,326
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 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-075
2.618 124-042
1.618 124-022
1.000 124-010
0.618 124-002
HIGH 123-310
0.618 123-302
0.500 123-300
0.382 123-298
LOW 123-290
0.618 123-278
1.000 123-270
1.618 123-258
2.618 123-238
4.250 123-205
Fisher Pivots for day following 09-May-2013
Pivot 1 day 3 day
R1 123-300 123-295
PP 123-297 123-293
S1 123-293 123-292

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

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