ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 123-150 123-240 0-090 0.2% 123-150
High 123-250 123-240 -0-010 0.0% 123-250
Low 123-140 123-130 -0-010 0.0% 123-100
Close 123-240 123-160 -0-080 -0.2% 123-160
Range 0-110 0-110 0-000 0.0% 0-150
ATR 0-050 0-054 0-004 8.5% 0-000
Volume 27,447 14,973 -12,474 -45.4% 69,778
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 124-187 124-123 123-220
R3 124-077 124-013 123-190
R2 123-287 123-287 123-180
R1 123-223 123-223 123-170 123-200
PP 123-177 123-177 123-177 123-165
S1 123-113 123-113 123-150 123-090
S2 123-067 123-067 123-140
S3 122-277 123-003 123-130
S4 122-167 122-213 123-100
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 124-300 124-220 123-242
R3 124-150 124-070 123-201
R2 124-000 124-000 123-188
R1 123-240 123-240 123-174 123-280
PP 123-170 123-170 123-170 123-190
S1 123-090 123-090 123-146 123-130
S2 123-020 123-020 123-132
S3 122-190 122-260 123-119
S4 122-040 122-110 123-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-250 123-100 0-150 0.4% 0-084 0.2% 40% False False 13,955
10 124-010 123-100 0-230 0.6% 0-064 0.2% 26% False False 9,076
20 124-150 123-100 1-050 0.9% 0-045 0.1% 16% False False 6,368
Crabel Price Patterns
NR False
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 0-005
Fibonacci Retracements and Extensions
4.250 125-068
2.618 124-208
1.618 124-098
1.000 124-030
0.618 123-308
HIGH 123-240
0.618 123-198
0.500 123-185
0.382 123-172
LOW 123-130
0.618 123-062
1.000 123-020
1.618 122-272
2.618 122-162
4.250 121-302
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 123-185 123-175
PP 123-177 123-170
S1 123-168 123-165

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

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