ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 122-197 122-155 -0-042 -0.1% 123-040
High 122-265 122-250 -0-015 0.0% 123-060
Low 122-067 122-082 0-015 0.0% 122-045
Close 122-132 122-165 0-033 0.1% 122-132
Range 0-198 0-168 -0-030 -15.2% 1-015
ATR 0-094 0-099 0-005 5.6% 0-000
Volume 1,358,782 959,036 -399,746 -29.4% 4,507,693
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 124-030 123-265 122-257
R3 123-182 123-097 122-211
R2 123-014 123-014 122-196
R1 122-249 122-249 122-180 122-292
PP 122-166 122-166 122-166 122-187
S1 122-081 122-081 122-150 122-124
S2 121-318 121-318 122-134
S3 121-150 121-233 122-119
S4 120-302 121-065 122-073
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
5 123-060 122-045 1-015 0.9% 0-168 0.4% 36% False False 1,093,345
10 123-227 122-045 1-182 1.3% 0-135 0.3% 24% False False 621,997
20 124-010 122-045 1-285 1.5% 0-099 0.3% 20% False False 315,537
40 124-150 122-045 2-105 1.9% 0-060 0.2% 16% False False 159,000
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-004
2.618 124-050
1.618 123-202
1.000 123-098
0.618 123-034
HIGH 122-250
0.618 122-186
0.500 122-166
0.382 122-146
LOW 122-082
0.618 121-298
1.000 121-234
1.618 121-130
2.618 120-282
4.250 120-008
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 122-166 122-166
PP 122-166 122-166
S1 122-165 122-165

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

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