ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 122-145 121-175 -0-290 -0.7% 122-067
High 122-182 121-182 -1-000 -0.8% 122-222
Low 121-117 121-000 -0-117 -0.3% 121-202
Close 121-200 121-067 -0-133 -0.3% 122-192
Range 1-065 0-182 -0-203 -52.7% 1-020
ATR 0-134 0-139 0-005 3.5% 0-000
Volume 966,389 1,150,641 184,252 19.1% 4,135,241
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 122-309 122-210 121-167
R3 122-127 122-028 121-117
R2 121-265 121-265 121-100
R1 121-166 121-166 121-084 121-124
PP 121-083 121-083 121-083 121-062
S1 120-304 120-304 121-050 120-262
S2 120-221 120-221 121-034
S3 120-039 120-122 121-017
S4 119-177 119-260 120-287
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
5 122-225 121-000 1-225 1.4% 0-165 0.4% 12% False True 774,324
10 122-250 121-000 1-250 1.5% 0-158 0.4% 12% False True 822,016
20 123-110 121-000 2-110 1.9% 0-147 0.4% 9% False True 814,243
40 124-150 121-000 3-150 2.9% 0-104 0.3% 6% False True 418,448
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 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-316
2.618 123-018
1.618 122-156
1.000 122-044
0.618 121-294
HIGH 121-182
0.618 121-112
0.500 121-091
0.382 121-070
LOW 121-000
0.618 120-208
1.000 120-138
1.618 120-026
2.618 119-164
4.250 118-186
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 121-091 121-251
PP 121-083 121-190
S1 121-075 121-128

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

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