ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 122-190 122-067 -0-123 -0.3% 122-155
High 122-250 122-087 -0-163 -0.4% 122-310
Low 122-047 121-300 -0-067 -0.2% 122-047
Close 122-067 122-007 -0-060 -0.2% 122-067
Range 0-203 0-107 -0-096 -47.3% 0-263
ATR 0-110 0-110 0-000 -0.2% 0-000
Volume 914,590 799,085 -115,505 -12.6% 4,048,069
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-026 122-283 122-066
R3 122-239 122-176 122-036
R2 122-132 122-132 122-027
R1 122-069 122-069 122-017 122-047
PP 122-025 122-025 122-025 122-014
S1 121-282 121-282 121-317 121-260
S2 121-238 121-238 121-307
S3 121-131 121-175 121-298
S4 121-024 121-068 121-268
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 124-290 124-122 122-212
R3 124-027 123-179 122-139
R2 123-084 123-084 122-115
R1 122-236 122-236 122-091 122-188
PP 122-141 122-141 122-141 122-118
S1 121-293 121-293 122-043 121-246
S2 121-198 121-198 122-019
S3 120-255 121-030 121-315
S4 119-312 120-087 121-242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-310 121-300 1-010 0.8% 0-130 0.3% 8% False True 777,623
10 123-060 121-300 1-080 1.0% 0-149 0.4% 7% False True 935,484
20 123-250 121-300 1-270 1.5% 0-121 0.3% 5% False True 508,893
40 124-150 121-300 2-170 2.1% 0-073 0.2% 3% False True 256,134
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-222
2.618 123-047
1.618 122-260
1.000 122-194
0.618 122-153
HIGH 122-087
0.618 122-046
0.500 122-034
0.382 122-021
LOW 121-300
0.618 121-234
1.000 121-193
1.618 121-127
2.618 121-020
4.250 120-165
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 122-034 122-145
PP 122-025 122-099
S1 122-016 122-053

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

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