ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 120-120 120-237 0-117 0.3% 122-175
High 120-280 121-030 0-070 0.2% 122-225
Low 120-075 120-210 0-135 0.4% 120-175
Close 120-222 121-007 0-105 0.3% 120-227
Range 0-205 0-140 -0-065 -31.7% 2-050
ATR 0-160 0-159 -0-001 -0.9% 0-000
Volume 852,953 744,825 -108,128 -12.7% 4,126,174
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 122-076 122-021 121-084
R3 121-256 121-201 121-046
R2 121-116 121-116 121-033
R1 121-061 121-061 121-020 121-088
PP 120-296 120-296 120-296 120-309
S1 120-241 120-241 120-314 120-268
S2 120-156 120-156 120-301
S3 120-016 120-101 120-288
S4 119-196 119-281 120-250
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
5 121-127 119-317 1-130 1.2% 0-207 0.5% 73% False False 891,261
10 122-225 119-317 2-228 2.2% 0-186 0.5% 38% False False 832,793
20 122-310 119-317 2-313 2.5% 0-166 0.4% 35% False False 858,436
40 124-150 119-317 4-153 3.7% 0-127 0.3% 23% False False 529,487
60 124-150 119-317 4-153 3.7% 0-090 0.2% 23% False False 353,531
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-031
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-305
2.618 122-077
1.618 121-257
1.000 121-170
0.618 121-117
HIGH 121-030
0.618 120-297
0.500 120-280
0.382 120-263
LOW 120-210
0.618 120-123
1.000 120-070
1.618 119-303
2.618 119-163
4.250 118-255
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 120-311 120-289
PP 120-296 120-251
S1 120-280 120-212

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

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