ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 123-172 123-030 -0-142 -0.4% 123-150
High 123-227 123-110 -0-117 -0.3% 123-250
Low 123-032 122-307 -0-045 -0.1% 123-100
Close 123-047 123-042 -0-005 0.0% 123-160
Range 0-195 0-123 -0-072 -36.9% 0-150
ATR 0-066 0-070 0-004 6.2% 0-000
Volume 198,776 214,647 15,871 8.0% 69,778
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 124-095 124-032 123-110
R3 123-292 123-229 123-076
R2 123-169 123-169 123-065
R1 123-106 123-106 123-053 123-138
PP 123-046 123-046 123-046 123-062
S1 122-303 122-303 123-031 123-014
S2 122-243 122-243 123-019
S3 122-120 122-180 123-008
S4 121-317 122-057 122-294
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
5 123-240 122-307 0-253 0.6% 0-112 0.3% 22% False True 111,868
10 123-280 122-307 0-293 0.7% 0-099 0.3% 19% False True 61,550
20 124-150 122-307 1-163 1.2% 0-066 0.2% 11% False True 33,310
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-313
2.618 124-112
1.618 123-309
1.000 123-233
0.618 123-186
HIGH 123-110
0.618 123-063
0.500 123-048
0.382 123-034
LOW 122-307
0.618 122-231
1.000 122-184
1.618 122-108
2.618 121-305
4.250 121-104
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 123-048 123-107
PP 123-046 123-085
S1 123-044 123-064

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

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