ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 16-Jan-2013
Day Change Summary
Previous Current
15-Jan-2013 16-Jan-2013 Change Change % Previous Week
Open 124-050 124-072 0-022 0.1% 123-290
High 124-095 124-107 0-012 0.0% 124-060
Low 124-040 124-067 0-027 0.1% 123-277
Close 124-077 124-085 0-008 0.0% 124-020
Range 0-055 0-040 -0-015 -27.3% 0-103
ATR 0-066 0-064 -0-002 -2.8% 0-000
Volume 467,434 401,980 -65,454 -14.0% 2,490,089
Daily Pivots for day following 16-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-206 124-186 124-107
R3 124-166 124-146 124-096
R2 124-126 124-126 124-092
R1 124-106 124-106 124-089 124-116
PP 124-086 124-086 124-086 124-092
S1 124-066 124-066 124-081 124-076
S2 124-046 124-046 124-078
S3 124-006 124-026 124-074
S4 123-286 123-306 124-063
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 125-001 124-274 124-077
R3 124-218 124-171 124-048
R2 124-115 124-115 124-039
R1 124-068 124-068 124-029 124-092
PP 124-012 124-012 124-012 124-024
S1 123-285 123-285 124-011 123-308
S2 123-229 123-229 124-001
S3 123-126 123-182 123-312
S4 123-023 123-079 123-283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-107 123-285 0-142 0.4% 0-053 0.1% 85% True False 482,939
10 124-107 123-222 0-205 0.5% 0-063 0.2% 89% True False 516,586
20 124-147 123-222 0-245 0.6% 0-066 0.2% 75% False False 446,997
40 124-265 123-222 1-043 0.9% 0-060 0.1% 50% False False 428,006
60 124-265 123-160 1-105 1.1% 0-053 0.1% 58% False False 286,457
80 124-265 123-160 1-105 1.1% 0-042 0.1% 58% False False 214,846
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 0-014
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 124-277
2.618 124-212
1.618 124-172
1.000 124-147
0.618 124-132
HIGH 124-107
0.618 124-092
0.500 124-087
0.382 124-082
LOW 124-067
0.618 124-042
1.000 124-027
1.618 124-002
2.618 123-282
4.250 123-217
Fisher Pivots for day following 16-Jan-2013
Pivot 1 day 3 day
R1 124-087 124-077
PP 124-086 124-070
S1 124-086 124-062

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

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