ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 121-175 121-082 -0-093 -0.2% 122-175
High 121-182 121-127 -0-055 -0.1% 122-225
Low 121-000 120-175 -0-145 -0.4% 120-175
Close 121-067 120-227 -0-160 -0.4% 120-227
Range 0-182 0-272 0-090 49.5% 2-050
ATR 0-139 0-148 0-010 6.9% 0-000
Volume 1,150,641 955,839 -194,802 -16.9% 4,126,174
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 123-139 122-295 121-057
R3 122-187 122-023 120-302
R2 121-235 121-235 120-277
R1 121-071 121-071 120-252 121-017
PP 120-283 120-283 120-283 120-256
S1 120-119 120-119 120-202 120-065
S2 120-011 120-011 120-177
S3 119-059 119-167 120-152
S4 118-107 118-215 120-077
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 127-252 126-130 121-286
R3 125-202 124-080 121-097
R2 123-152 123-152 121-034
R1 122-030 122-030 120-290 121-226
PP 121-102 121-102 121-102 121-040
S1 119-300 119-300 120-164 119-176
S2 119-052 119-052 120-100
S3 117-002 117-250 120-037
S4 114-272 115-200 119-168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-225 120-175 2-050 1.8% 0-200 0.5% 8% False True 825,234
10 122-225 120-175 2-050 1.8% 0-165 0.4% 8% False True 826,141
20 123-087 120-175 2-232 2.3% 0-154 0.4% 6% False True 851,302
40 124-150 120-175 3-295 3.2% 0-110 0.3% 4% False True 442,306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-003
2.618 123-199
1.618 122-247
1.000 122-079
0.618 121-295
HIGH 121-127
0.618 121-023
0.500 120-311
0.382 120-279
LOW 120-175
0.618 120-007
1.000 119-223
1.618 119-055
2.618 118-103
4.250 116-299
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 120-311 121-178
PP 120-283 121-088
S1 120-255 120-318

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

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