ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 122-122 122-175 0-053 0.1% 122-067
High 122-222 122-225 0-003 0.0% 122-222
Low 122-122 122-137 0-015 0.0% 121-202
Close 122-192 122-160 -0-032 -0.1% 122-192
Range 0-100 0-088 -0-012 -12.0% 1-020
ATR 0-120 0-118 -0-002 -1.9% 0-000
Volume 701,289 496,076 -205,213 -29.3% 4,135,241
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-118 123-067 122-208
R3 123-030 122-299 122-184
R2 122-262 122-262 122-176
R1 122-211 122-211 122-168 122-192
PP 122-174 122-174 122-174 122-165
S1 122-123 122-123 122-152 122-104
S2 122-086 122-086 122-144
S3 121-318 122-035 122-136
S4 121-230 121-267 122-112
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
5 122-225 121-202 1-023 0.9% 0-126 0.3% 81% True False 766,446
10 122-310 121-202 1-108 1.1% 0-128 0.3% 65% False False 772,035
20 123-227 121-202 2-025 1.7% 0-131 0.3% 42% False False 697,016
40 124-150 121-202 2-268 2.3% 0-088 0.2% 31% False False 351,692
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 123-279
2.618 123-135
1.618 123-047
1.000 122-313
0.618 122-279
HIGH 122-225
0.618 122-191
0.500 122-181
0.382 122-171
LOW 122-137
0.618 122-083
1.000 122-049
1.618 121-315
2.618 121-227
4.250 121-083
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 122-181 122-139
PP 122-174 122-117
S1 122-167 122-096

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

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