ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 122-160 122-197 0-037 0.1% 123-150
High 122-202 122-225 0-023 0.1% 123-227
Low 122-045 122-135 0-090 0.2% 122-307
Close 122-182 122-190 0-008 0.0% 123-060
Range 0-157 0-090 -0-067 -42.7% 0-240
ATR 0-086 0-086 0-000 0.4% 0-000
Volume 1,268,110 894,511 -373,599 -29.5% 753,248
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 123-133 123-092 122-240
R3 123-043 123-002 122-215
R2 122-273 122-273 122-206
R1 122-232 122-232 122-198 122-208
PP 122-183 122-183 122-183 122-171
S1 122-142 122-142 122-182 122-118
S2 122-093 122-093 122-174
S3 122-003 122-052 122-165
S4 121-233 121-282 122-140
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
5 123-110 122-045 1-065 1.0% 0-131 0.3% 38% False False 714,487
10 123-250 122-045 1-205 1.3% 0-120 0.3% 28% False False 394,457
20 124-150 122-045 2-105 1.9% 0-088 0.2% 19% False False 200,539
40 124-150 122-045 2-105 1.9% 0-052 0.1% 19% False False 101,078
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 0-027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-288
2.618 123-141
1.618 123-051
1.000 122-315
0.618 122-281
HIGH 122-225
0.618 122-191
0.500 122-180
0.382 122-169
LOW 122-135
0.618 122-079
1.000 122-045
1.618 121-309
2.618 121-219
4.250 121-072
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 122-187 122-212
PP 122-183 122-205
S1 122-180 122-198

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

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