ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 123-060 123-130 0-070 0.2% 123-090
High 123-140 123-130 -0-010 0.0% 123-150
Low 123-050 123-090 0-040 0.1% 123-020
Close 123-140 123-090 -0-050 -0.1% 123-090
Range 0-090 0-040 -0-050 -55.6% 0-130
ATR 0-047 0-047 0-000 0.5% 0-000
Volume 18,863 2,819 -16,044 -85.1% 17,545
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 123-223 123-197 123-112
R3 123-183 123-157 123-101
R2 123-143 123-143 123-097
R1 123-117 123-117 123-094 123-110
PP 123-103 123-103 123-103 123-100
S1 123-077 123-077 123-086 123-070
S2 123-063 123-063 123-083
S3 123-023 123-037 123-079
S4 122-303 122-317 123-068
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-157 124-093 123-162
R3 124-027 123-283 123-126
R2 123-217 123-217 123-114
R1 123-153 123-153 123-102 123-155
PP 123-087 123-087 123-087 123-088
S1 123-023 123-023 123-078 123-025
S2 122-277 122-277 123-066
S3 122-147 122-213 123-054
S4 122-017 122-083 123-018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-150 123-040 0-110 0.3% 0-054 0.1% 45% False False 6,851
10 123-270 123-020 0-250 0.6% 0-052 0.1% 28% False False 4,364
20 123-280 123-020 0-260 0.7% 0-032 0.1% 27% False False 2,359
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-300
2.618 123-235
1.618 123-195
1.000 123-170
0.618 123-155
HIGH 123-130
0.618 123-115
0.500 123-110
0.382 123-105
LOW 123-090
0.618 123-065
1.000 123-050
1.618 123-025
2.618 122-305
4.250 122-240
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 123-110 123-100
PP 123-103 123-097
S1 123-097 123-093

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

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