ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 124-020 124-052 0-032 0.1% 124-045
High 124-075 124-075 0-000 0.0% 124-145
Low 124-007 123-280 -0-047 -0.1% 124-030
Close 124-060 123-302 -0-078 -0.2% 124-127
Range 0-068 0-115 0-047 69.1% 0-115
ATR 0-068 0-071 0-003 4.9% 0-000
Volume 474,143 674,720 200,577 42.3% 827,061
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 125-031 124-281 124-045
R3 124-236 124-166 124-014
R2 124-121 124-121 124-003
R1 124-051 124-051 123-313 124-028
PP 124-006 124-006 124-006 123-314
S1 123-256 123-256 123-291 123-234
S2 123-211 123-211 123-281
S3 123-096 123-141 123-270
S4 122-301 123-026 123-239
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 125-126 125-081 124-190
R3 125-011 124-286 124-159
R2 124-216 124-216 124-148
R1 124-171 124-171 124-138 124-194
PP 124-101 124-101 124-101 124-112
S1 124-056 124-056 124-116 124-078
S2 123-306 123-306 124-106
S3 123-191 123-261 124-095
S4 123-076 123-146 124-064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-147 123-280 0-187 0.5% 0-089 0.2% 12% False True 408,134
10 124-147 123-280 0-187 0.5% 0-074 0.2% 12% False True 374,432
20 124-265 123-280 0-305 0.8% 0-068 0.2% 7% False True 429,603
40 124-265 123-280 0-305 0.8% 0-056 0.1% 7% False True 317,336
60 124-265 123-160 1-105 1.1% 0-047 0.1% 33% False False 211,605
80 124-265 123-160 1-105 1.1% 0-036 0.1% 33% False False 158,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 125-244
2.618 125-056
1.618 124-261
1.000 124-190
0.618 124-146
HIGH 124-075
0.618 124-031
0.500 124-018
0.382 124-004
LOW 123-280
0.618 123-209
1.000 123-165
1.618 123-094
2.618 122-299
4.250 122-111
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 124-018 124-054
PP 124-006 124-030
S1 123-314 124-006

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

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