ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 123-100 123-150 0-050 0.1% 124-010
High 123-170 123-250 0-080 0.2% 124-010
Low 123-100 123-140 0-040 0.1% 123-160
Close 123-150 123-240 0-090 0.2% 123-180
Range 0-070 0-110 0-040 57.1% 0-170
ATR 0-045 0-050 0-005 10.1% 0-000
Volume 6,196 27,447 21,251 343.0% 20,991
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 124-220 124-180 123-300
R3 124-110 124-070 123-270
R2 124-000 124-000 123-260
R1 123-280 123-280 123-250 123-300
PP 123-210 123-210 123-210 123-220
S1 123-170 123-170 123-230 123-190
S2 123-100 123-100 123-220
S3 122-310 123-060 123-210
S4 122-200 122-270 123-180
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 125-093 124-307 123-274
R3 124-243 124-137 123-227
R2 124-073 124-073 123-211
R1 123-287 123-287 123-196 123-255
PP 123-223 123-223 123-223 123-208
S1 123-117 123-117 123-164 123-085
S2 123-053 123-053 123-149
S3 122-203 122-267 123-133
S4 122-033 122-097 123-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-280 123-100 0-180 0.5% 0-086 0.2% 78% False False 11,232
10 124-130 123-100 1-030 0.9% 0-066 0.2% 40% False False 8,071
20 124-150 123-100 1-050 0.9% 0-040 0.1% 38% False False 5,638
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 0-005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-078
2.618 124-218
1.618 124-108
1.000 124-040
0.618 123-318
HIGH 123-250
0.618 123-208
0.500 123-195
0.382 123-182
LOW 123-140
0.618 123-072
1.000 123-030
1.618 122-282
2.618 122-172
4.250 121-312
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 123-225 123-218
PP 123-210 123-197
S1 123-195 123-175

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

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