ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 122-017 122-040 0-023 0.1% 122-155
High 122-052 122-062 0-010 0.0% 122-310
Low 121-202 121-287 0-085 0.2% 122-047
Close 122-030 121-305 -0-045 -0.1% 122-067
Range 0-170 0-095 -0-075 -44.1% 0-263
ATR 0-114 0-113 -0-001 -1.2% 0-000
Volume 1,127,439 691,264 -436,175 -38.7% 4,048,069
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 122-290 122-232 122-037
R3 122-195 122-137 122-011
R2 122-100 122-100 122-002
R1 122-042 122-042 121-314 122-024
PP 122-005 122-005 122-005 121-315
S1 121-267 121-267 121-296 121-248
S2 121-230 121-230 121-288
S3 121-135 121-172 121-279
S4 121-040 121-077 121-253
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% 0-150 0.4% 24% False False 873,846
10 122-310 121-202 1-108 1.1% 0-137 0.4% 24% False False 891,915
20 123-250 121-202 2-048 1.8% 0-128 0.3% 15% False False 598,770
40 124-150 121-202 2-268 2.3% 0-080 0.2% 11% False False 301,452
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 123-146
2.618 122-311
1.618 122-216
1.000 122-157
0.618 122-121
HIGH 122-062
0.618 122-026
0.500 122-014
0.382 122-003
LOW 121-287
0.618 121-228
1.000 121-192
1.618 121-133
2.618 121-038
4.250 120-203
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 122-014 121-305
PP 122-005 121-305
S1 121-315 121-304

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

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