ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 122-125 122-175 0-050 0.1% 123-040
High 122-205 122-310 0-105 0.3% 123-060
Low 122-117 122-137 0-020 0.1% 122-045
Close 122-170 122-195 0-025 0.1% 122-132
Range 0-088 0-173 0-085 96.6% 1-015
ATR 0-097 0-103 0-005 5.6% 0-000
Volume 731,825 836,852 105,027 14.4% 4,507,693
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 124-093 123-317 122-290
R3 123-240 123-144 122-243
R2 123-067 123-067 122-227
R1 122-291 122-291 122-211 123-019
PP 122-214 122-214 122-214 122-238
S1 122-118 122-118 122-179 122-166
S2 122-041 122-041 122-163
S3 121-188 121-265 122-147
S4 121-015 121-092 122-100
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
5 122-310 122-067 0-243 0.6% 0-141 0.4% 53% True False 898,452
10 123-110 122-045 1-065 1.0% 0-136 0.3% 39% False False 806,470
20 123-310 122-045 1-265 1.5% 0-112 0.3% 26% False False 423,429
40 124-150 122-045 2-105 1.9% 0-066 0.2% 20% False False 213,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-085
2.618 124-123
1.618 123-270
1.000 123-163
0.618 123-097
HIGH 122-310
0.618 122-244
0.500 122-224
0.382 122-203
LOW 122-137
0.618 122-030
1.000 121-284
1.618 121-177
2.618 121-004
4.250 120-042
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 122-224 122-214
PP 122-214 122-207
S1 122-204 122-201

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

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