ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 123-045 123-040 -0-005 0.0% 123-150
High 123-087 123-060 -0-027 -0.1% 123-227
Low 123-030 122-152 -0-198 -0.5% 122-307
Close 123-060 122-200 -0-180 -0.5% 123-060
Range 0-057 0-228 0-171 300.0% 0-240
ATR 0-069 0-080 0-011 16.5% 0-000
Volume 208,881 986,290 777,409 372.2% 753,248
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 124-288 124-152 123-005
R3 124-060 123-244 122-263
R2 123-152 123-152 122-242
R1 123-016 123-016 122-221 122-290
PP 122-244 122-244 122-244 122-221
S1 122-108 122-108 122-179 122-062
S2 122-016 122-016 122-158
S3 121-108 121-200 122-137
S4 120-200 120-292 122-075
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 125-171 125-036 123-192
R3 124-251 124-116 123-126
R2 124-011 124-011 123-104
R1 123-196 123-196 123-082 123-144
PP 123-091 123-091 123-091 123-065
S1 122-276 122-276 123-038 122-224
S2 122-171 122-171 123-016
S3 121-251 122-036 122-314
S4 121-011 121-116 122-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-227 122-152 1-075 1.0% 0-135 0.3% 12% False True 339,391
10 123-250 122-152 1-098 1.1% 0-111 0.3% 11% False True 179,656
20 124-150 122-152 1-318 1.6% 0-078 0.2% 8% False True 92,588
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 126-069
2.618 125-017
1.618 124-109
1.000 123-288
0.618 123-201
HIGH 123-060
0.618 122-293
0.500 122-266
0.382 122-239
LOW 122-152
0.618 122-011
1.000 121-244
1.618 121-103
2.618 120-195
4.250 119-143
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 122-266 122-291
PP 122-244 122-261
S1 122-222 122-230

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

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