ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 122-197 122-197 0-000 0.0% 123-040
High 122-225 122-265 0-040 0.1% 123-060
Low 122-135 122-067 -0-068 -0.2% 122-045
Close 122-190 122-132 -0-058 -0.1% 122-132
Range 0-090 0-198 0-108 120.0% 1-015
ATR 0-086 0-094 0-008 9.3% 0-000
Volume 894,511 1,358,782 464,271 51.9% 4,507,693
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 124-109 123-318 122-241
R3 123-231 123-120 122-186
R2 123-033 123-033 122-168
R1 122-242 122-242 122-150 122-198
PP 122-155 122-155 122-155 122-133
S1 122-044 122-044 122-114 122-000
S2 121-277 121-277 122-096
S3 121-079 121-166 122-078
S4 120-201 120-288 122-023
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 125-231 125-036 122-316
R3 124-216 124-021 122-224
R2 123-201 123-201 122-193
R1 123-006 123-006 122-163 122-256
PP 122-186 122-186 122-186 122-150
S1 121-311 121-311 122-101 121-241
S2 121-171 121-171 122-071
S3 120-156 120-296 122-040
S4 119-141 119-281 121-268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-087 122-045 1-042 0.9% 0-146 0.4% 24% False False 943,314
10 123-240 122-045 1-195 1.3% 0-129 0.3% 17% False False 527,591
20 124-130 122-045 2-085 1.9% 0-097 0.2% 12% False False 267,831
40 124-150 122-045 2-105 1.9% 0-056 0.1% 12% False False 135,047
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-146
2.618 124-143
1.618 123-265
1.000 123-143
0.618 123-067
HIGH 122-265
0.618 122-189
0.500 122-166
0.382 122-143
LOW 122-067
0.618 121-265
1.000 121-189
1.618 121-067
2.618 120-189
4.250 119-186
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 122-166 122-155
PP 122-155 122-147
S1 122-143 122-140

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

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