ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 123-150 123-147 -0-003 0.0% 123-150
High 123-180 123-172 -0-008 0.0% 123-250
Low 123-120 123-102 -0-018 0.0% 123-100
Close 123-140 123-152 0-012 0.0% 123-160
Range 0-060 0-070 0-010 16.7% 0-150
ATR 0-055 0-056 0-001 2.0% 0-000
Volume 42,580 88,364 45,784 107.5% 69,778
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 124-032 124-002 123-190
R3 123-282 123-252 123-171
R2 123-212 123-212 123-165
R1 123-182 123-182 123-158 123-197
PP 123-142 123-142 123-142 123-150
S1 123-112 123-112 123-146 123-127
S2 123-072 123-072 123-139
S3 123-002 123-042 123-133
S4 122-252 122-292 123-114
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% 35% False False 35,912
10 123-310 123-100 0-210 0.5% 0-072 0.2% 25% False False 20,603
20 124-150 123-100 1-050 0.9% 0-052 0.1% 14% False False 12,765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-150
2.618 124-035
1.618 123-285
1.000 123-242
0.618 123-215
HIGH 123-172
0.618 123-145
0.500 123-137
0.382 123-129
LOW 123-102
0.618 123-059
1.000 123-032
1.618 122-309
2.618 122-239
4.250 122-124
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 123-147 123-171
PP 123-142 123-165
S1 123-137 123-158

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

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