ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 122-175 122-140 -0-035 -0.1% 122-067
High 122-225 122-172 -0-053 -0.1% 122-222
Low 122-137 122-100 -0-037 -0.1% 121-202
Close 122-160 122-155 -0-005 0.0% 122-192
Range 0-088 0-072 -0-016 -18.2% 1-020
ATR 0-118 0-115 -0-003 -2.8% 0-000
Volume 496,076 557,229 61,153 12.3% 4,135,241
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-038 123-009 122-195
R3 122-286 122-257 122-175
R2 122-214 122-214 122-168
R1 122-185 122-185 122-162 122-200
PP 122-142 122-142 122-142 122-150
S1 122-113 122-113 122-148 122-128
S2 122-070 122-070 122-142
S3 121-318 122-041 122-135
S4 121-246 121-289 122-115
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
5 122-225 121-287 0-258 0.7% 0-106 0.3% 73% False False 652,404
10 122-310 121-202 1-108 1.1% 0-127 0.3% 64% False False 767,181
20 123-227 121-202 2-025 1.7% 0-132 0.3% 41% False False 722,748
40 124-150 121-202 2-268 2.3% 0-090 0.2% 30% False False 365,579
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 123-158
2.618 123-040
1.618 122-288
1.000 122-244
0.618 122-216
HIGH 122-172
0.618 122-144
0.500 122-136
0.382 122-128
LOW 122-100
0.618 122-056
1.000 122-028
1.618 121-304
2.618 121-232
4.250 121-114
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 122-149 122-162
PP 122-142 122-160
S1 122-136 122-158

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

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