ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 123-040 122-160 -0-200 -0.5% 123-150
High 123-060 122-202 -0-178 -0.5% 123-227
Low 122-152 122-045 -0-107 -0.3% 122-307
Close 122-200 122-182 -0-018 0.0% 123-060
Range 0-228 0-157 -0-071 -31.1% 0-240
ATR 0-080 0-086 0-005 6.8% 0-000
Volume 986,290 1,268,110 281,820 28.6% 753,248
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 123-294 123-235 122-268
R3 123-137 123-078 122-225
R2 122-300 122-300 122-211
R1 122-241 122-241 122-196 122-270
PP 122-143 122-143 122-143 122-158
S1 122-084 122-084 122-168 122-114
S2 121-306 121-306 122-153
S3 121-149 121-247 122-139
S4 120-312 121-090 122-096
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
5 123-227 122-045 1-182 1.3% 0-152 0.4% 27% False True 575,340
10 123-250 122-045 1-205 1.3% 0-118 0.3% 26% False True 305,626
20 124-150 122-045 2-105 1.9% 0-085 0.2% 18% False True 155,959
40 124-150 122-045 2-105 1.9% 0-050 0.1% 18% False True 78,716
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-229
2.618 123-293
1.618 123-136
1.000 123-039
0.618 122-299
HIGH 122-202
0.618 122-142
0.500 122-124
0.382 122-105
LOW 122-045
0.618 121-268
1.000 121-208
1.618 121-111
2.618 120-274
4.250 120-018
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 122-162 122-226
PP 122-143 122-211
S1 122-124 122-197

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

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