ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 122-190 122-125 -0-065 -0.2% 123-040
High 122-197 122-205 0-008 0.0% 123-060
Low 122-117 122-117 0-000 0.0% 122-045
Close 122-140 122-170 0-030 0.1% 122-132
Range 0-080 0-088 0-008 10.0% 1-015
ATR 0-098 0-097 -0-001 -0.7% 0-000
Volume 605,766 731,825 126,059 20.8% 4,507,693
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-108 123-067 122-218
R3 123-020 122-299 122-194
R2 122-252 122-252 122-186
R1 122-211 122-211 122-178 122-232
PP 122-164 122-164 122-164 122-174
S1 122-123 122-123 122-162 122-144
S2 122-076 122-076 122-154
S3 121-308 122-035 122-146
S4 121-220 121-267 122-122
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
5 122-265 122-067 0-198 0.5% 0-125 0.3% 52% False False 909,984
10 123-227 122-045 1-182 1.3% 0-138 0.4% 25% False False 742,662
20 123-310 122-045 1-265 1.5% 0-105 0.3% 21% False False 381,632
40 124-150 122-045 2-105 1.9% 0-063 0.2% 17% False False 192,405
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-259
2.618 123-115
1.618 123-027
1.000 122-293
0.618 122-259
HIGH 122-205
0.618 122-171
0.500 122-161
0.382 122-151
LOW 122-117
0.618 122-063
1.000 122-029
1.618 121-295
2.618 121-207
4.250 121-063
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 122-167 122-169
PP 122-164 122-167
S1 122-161 122-166

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

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