ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 122-140 122-145 0-005 0.0% 122-067
High 122-172 122-182 0-010 0.0% 122-222
Low 122-100 121-117 -0-303 -0.8% 121-202
Close 122-155 121-200 -0-275 -0.7% 122-192
Range 0-072 1-065 0-313 434.7% 1-020
ATR 0-115 0-134 0-019 16.8% 0-000
Volume 557,229 966,389 409,160 73.4% 4,135,241
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 125-148 124-239 122-092
R3 124-083 123-174 121-306
R2 123-018 123-018 121-271
R1 122-109 122-109 121-235 122-031
PP 121-273 121-273 121-273 121-234
S1 121-044 121-044 121-165 120-286
S2 120-208 120-208 121-129
S3 119-143 119-299 121-094
S4 118-078 118-234 120-308
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
5 122-225 121-117 1-108 1.1% 0-164 0.4% 19% False True 707,429
10 122-310 121-117 1-193 1.3% 0-157 0.4% 16% False True 790,637
20 123-227 121-117 2-110 1.9% 0-148 0.4% 11% False True 766,650
40 124-150 121-117 3-033 2.6% 0-100 0.3% 8% False True 389,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 127-218
2.618 125-230
1.618 124-165
1.000 123-247
0.618 123-100
HIGH 122-182
0.618 122-035
0.500 121-310
0.382 121-264
LOW 121-117
0.618 120-199
1.000 120-052
1.618 119-134
2.618 118-069
4.250 116-081
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 121-310 122-011
PP 121-273 121-287
S1 121-236 121-244

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

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