ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 121-145 121-117 -0-028 -0.1% 121-185
High 121-177 121-155 -0-022 -0.1% 121-225
Low 121-107 121-102 -0-005 0.0% 121-027
Close 121-135 121-112 -0-023 -0.1% 121-160
Range 0-070 0-053 -0-017 -24.3% 0-198
ATR 0-129 0-123 -0-005 -4.2% 0-000
Volume 361,564 386,085 24,521 6.8% 2,623,614
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 121-282 121-250 121-141
R3 121-229 121-197 121-127
R2 121-176 121-176 121-122
R1 121-144 121-144 121-117 121-134
PP 121-123 121-123 121-123 121-118
S1 121-091 121-091 121-107 121-080
S2 121-070 121-070 121-102
S3 121-017 121-038 121-097
S4 120-284 120-305 121-083
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 123-091 123-004 121-269
R3 122-213 122-126 121-214
R2 122-015 122-015 121-196
R1 121-248 121-248 121-178 121-192
PP 121-137 121-137 121-137 121-110
S1 121-050 121-050 121-142 120-314
S2 120-259 120-259 121-124
S3 120-061 120-172 121-106
S4 119-183 119-294 121-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-177 121-027 0-150 0.4% 0-087 0.2% 57% False False 499,201
10 121-225 121-027 0-198 0.5% 0-093 0.2% 43% False False 492,425
20 121-225 119-272 1-273 1.5% 0-121 0.3% 81% False False 523,172
40 122-310 119-272 3-038 2.6% 0-142 0.4% 48% False False 664,239
60 124-010 119-272 4-058 3.4% 0-128 0.3% 36% False False 548,005
80 124-150 119-272 4-198 3.8% 0-101 0.3% 32% False False 411,620
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 122-060
2.618 121-294
1.618 121-241
1.000 121-208
0.618 121-188
HIGH 121-155
0.618 121-135
0.500 121-128
0.382 121-122
LOW 121-102
0.618 121-069
1.000 121-049
1.618 121-016
2.618 120-283
4.250 120-197
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 121-128 121-140
PP 121-123 121-130
S1 121-118 121-121

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

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