ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 122-067 122-017 -0-050 -0.1% 122-155
High 122-087 122-052 -0-035 -0.1% 122-310
Low 121-300 121-202 -0-098 -0.3% 122-047
Close 122-007 122-030 0-023 0.1% 122-067
Range 0-107 0-170 0-063 58.9% 0-263
ATR 0-110 0-114 0-004 3.9% 0-000
Volume 799,085 1,127,439 328,354 41.1% 4,048,069
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-178 123-114 122-124
R3 123-008 122-264 122-077
R2 122-158 122-158 122-061
R1 122-094 122-094 122-046 122-126
PP 121-308 121-308 121-308 122-004
S1 121-244 121-244 122-014 121-276
S2 121-138 121-138 121-319
S3 120-288 121-074 121-303
S4 120-118 120-224 121-256
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
5 122-310 121-202 1-108 1.1% 0-148 0.4% 35% False True 881,958
10 122-310 121-202 1-108 1.1% 0-143 0.4% 35% False True 949,599
20 123-250 121-202 2-048 1.8% 0-127 0.3% 22% False True 564,627
40 124-150 121-202 2-268 2.3% 0-077 0.2% 16% False True 284,224
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-134
2.618 123-177
1.618 123-007
1.000 122-222
0.618 122-157
HIGH 122-052
0.618 121-307
0.500 121-287
0.382 121-267
LOW 121-202
0.618 121-097
1.000 121-032
1.618 120-247
2.618 120-077
4.250 119-120
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 122-009 122-066
PP 121-308 122-054
S1 121-287 122-042

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

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