ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 120-237 120-180 -0-057 -0.1% 122-175
High 120-237 120-282 0-045 0.1% 122-225
Low 119-317 120-102 0-105 0.3% 120-175
Close 120-175 120-142 -0-033 -0.1% 120-227
Range 0-240 0-180 -0-060 -25.0% 2-050
ATR 0-155 0-157 0-002 1.2% 0-000
Volume 1,014,147 888,543 -125,604 -12.4% 4,126,174
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 122-075 121-289 120-241
R3 121-215 121-109 120-192
R2 121-035 121-035 120-175
R1 120-249 120-249 120-158 120-212
PP 120-175 120-175 120-175 120-157
S1 120-069 120-069 120-126 120-032
S2 119-315 119-315 120-109
S3 119-135 119-209 120-092
S4 118-275 119-029 120-043
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% 0-252 0.7% 18% False False 995,111
10 122-225 119-317 2-228 2.3% 0-179 0.5% 17% False False 823,758
20 122-310 119-317 2-313 2.5% 0-161 0.4% 15% False False 886,678
40 124-150 119-317 4-153 3.7% 0-119 0.3% 10% False False 489,633
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-087
2.618 122-113
1.618 121-253
1.000 121-142
0.618 121-073
HIGH 120-282
0.618 120-213
0.500 120-192
0.382 120-171
LOW 120-102
0.618 119-311
1.000 119-242
1.618 119-131
2.618 118-271
4.250 117-297
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 120-192 120-222
PP 120-175 120-195
S1 120-159 120-169

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

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