ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 120-072 119-272 -0-120 -0.3% 119-237
High 120-092 120-047 -0-045 -0.1% 120-092
Low 120-022 119-267 -0-075 -0.2% 119-235
Close 120-027 120-030 0-003 0.0% 120-030
Range 0-070 0-100 0-030 42.9% 0-177
ATR 0-130 0-128 -0-002 -1.6% 0-000
Volume 8,465 2,673 -5,792 -68.4% 74,921
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 120-308 120-269 120-085
R3 120-208 120-169 120-058
R2 120-108 120-108 120-048
R1 120-069 120-069 120-039 120-088
PP 120-008 120-008 120-008 120-018
S1 119-289 119-289 120-021 119-308
S2 119-228 119-228 120-012
S3 119-128 119-189 120-002
S4 119-028 119-089 119-295
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-223 121-144 120-127
R3 121-046 120-287 120-079
R2 120-189 120-189 120-062
R1 120-110 120-110 120-046 120-150
PP 120-012 120-012 120-012 120-032
S1 119-253 119-253 120-014 119-292
S2 119-155 119-155 119-318
S3 118-298 119-076 119-301
S4 118-121 118-219 119-253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-092 119-235 0-177 0.5% 0-091 0.2% 65% False False 14,984
10 120-205 119-092 1-113 1.1% 0-126 0.3% 60% False False 59,596
20 120-267 119-092 1-175 1.3% 0-126 0.3% 52% False False 447,772
40 121-225 119-092 2-133 2.0% 0-114 0.3% 33% False False 479,356
60 121-225 119-092 2-133 2.0% 0-131 0.3% 33% False False 546,647
80 123-227 119-092 4-135 3.7% 0-135 0.4% 18% False False 601,648
100 124-150 119-092 5-058 4.3% 0-119 0.3% 16% False False 483,871
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 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-152
2.618 120-309
1.618 120-209
1.000 120-147
0.618 120-109
HIGH 120-047
0.618 120-009
0.500 119-317
0.382 119-305
LOW 119-267
0.618 119-205
1.000 119-167
1.618 119-105
2.618 119-005
4.250 118-162
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 120-019 120-022
PP 120-008 120-014
S1 119-317 120-006

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

View Archives - Comment on this page... - Back to Index of Symbols