ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 121-082 120-237 -0-165 -0.4% 122-175
High 121-127 120-237 -0-210 -0.5% 122-225
Low 120-175 119-317 -0-178 -0.5% 120-175
Close 120-227 120-175 -0-052 -0.1% 120-227
Range 0-272 0-240 -0-032 -11.8% 2-050
ATR 0-148 0-155 0-007 4.4% 0-000
Volume 955,839 1,014,147 58,308 6.1% 4,126,174
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 122-216 122-116 120-307
R3 121-296 121-196 120-241
R2 121-056 121-056 120-219
R1 120-276 120-276 120-197 120-206
PP 120-136 120-136 120-136 120-102
S1 120-036 120-036 120-153 119-286
S2 119-216 119-216 120-131
S3 118-296 119-116 120-109
S4 118-056 118-196 120-043
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
5 122-182 119-317 2-185 2.1% 0-230 0.6% 22% False True 928,849
10 122-225 119-317 2-228 2.3% 0-178 0.5% 21% False True 847,647
20 123-060 119-317 3-063 2.7% 0-164 0.4% 17% False True 891,566
40 124-150 119-317 4-153 3.7% 0-115 0.3% 12% False True 467,548
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 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-297
2.618 122-225
1.618 121-305
1.000 121-157
0.618 121-065
HIGH 120-237
0.618 120-145
0.500 120-117
0.382 120-089
LOW 119-317
0.618 119-169
1.000 119-077
1.618 118-249
2.618 118-009
4.250 116-257
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 120-156 120-250
PP 120-136 120-225
S1 120-117 120-200

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

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