ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 121-300 122-122 0-142 0.4% 122-067
High 122-142 122-222 0-080 0.2% 122-222
Low 121-287 122-122 0-155 0.4% 121-202
Close 122-060 122-192 0-132 0.3% 122-192
Range 0-175 0-100 -0-075 -42.9% 1-020
ATR 0-117 0-120 0-003 2.7% 0-000
Volume 816,164 701,289 -114,875 -14.1% 4,135,241
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-159 123-115 122-247
R3 123-059 123-015 122-220
R2 122-279 122-279 122-210
R1 122-235 122-235 122-201 122-257
PP 122-179 122-179 122-179 122-190
S1 122-135 122-135 122-183 122-157
S2 122-079 122-079 122-174
S3 121-299 122-035 122-164
S4 121-199 121-255 122-137
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 125-159 125-035 123-059
R3 124-139 124-015 122-286
R2 123-119 123-119 122-254
R1 122-315 122-315 122-223 123-057
PP 122-099 122-099 122-099 122-130
S1 121-295 121-295 122-161 122-037
S2 121-079 121-079 122-130
S3 120-059 120-275 122-098
S4 119-039 119-255 122-005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-222 121-202 1-020 0.9% 0-129 0.3% 91% True False 827,048
10 122-310 121-202 1-108 1.1% 0-136 0.3% 72% False False 818,331
20 123-240 121-202 2-038 1.7% 0-132 0.3% 46% False False 672,961
40 124-150 121-202 2-268 2.3% 0-086 0.2% 34% False False 339,299
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-007
2.618 123-164
1.618 123-064
1.000 123-002
0.618 122-284
HIGH 122-222
0.618 122-184
0.500 122-172
0.382 122-160
LOW 122-122
0.618 122-060
1.000 122-022
1.618 121-280
2.618 121-180
4.250 121-017
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 122-185 122-160
PP 122-179 122-127
S1 122-172 122-094

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

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