ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 122-155 122-190 0-035 0.1% 123-040
High 122-250 122-197 -0-053 -0.1% 123-060
Low 122-082 122-117 0-035 0.1% 122-045
Close 122-165 122-140 -0-025 -0.1% 122-132
Range 0-168 0-080 -0-088 -52.4% 1-015
ATR 0-099 0-098 -0-001 -1.4% 0-000
Volume 959,036 605,766 -353,270 -36.8% 4,507,693
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-071 123-026 122-184
R3 122-311 122-266 122-162
R2 122-231 122-231 122-155
R1 122-186 122-186 122-147 122-168
PP 122-151 122-151 122-151 122-143
S1 122-106 122-106 122-133 122-088
S2 122-071 122-071 122-125
S3 121-311 122-026 122-118
S4 121-231 121-266 122-096
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
5 122-265 122-045 0-220 0.6% 0-139 0.4% 43% False False 1,017,241
10 123-227 122-045 1-182 1.3% 0-137 0.3% 19% False False 678,316
20 123-310 122-045 1-265 1.5% 0-102 0.3% 16% False False 345,120
40 124-150 122-045 2-105 1.9% 0-061 0.2% 13% False False 174,113
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-217
2.618 123-086
1.618 123-006
1.000 122-277
0.618 122-246
HIGH 122-197
0.618 122-166
0.500 122-157
0.382 122-148
LOW 122-117
0.618 122-068
1.000 122-037
1.618 121-308
2.618 121-228
4.250 121-097
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 122-157 122-166
PP 122-151 122-157
S1 122-146 122-149

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

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