ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 17-Jan-2013
Day Change Summary
Previous Current
16-Jan-2013 17-Jan-2013 Change Change % Previous Week
Open 124-072 124-087 0-015 0.0% 123-290
High 124-107 124-105 -0-002 0.0% 124-060
Low 124-067 123-312 -0-075 -0.2% 123-277
Close 124-085 124-007 -0-078 -0.2% 124-020
Range 0-040 0-113 0-073 182.5% 0-103
ATR 0-064 0-068 0-003 5.4% 0-000
Volume 401,980 665,407 263,427 65.5% 2,490,089
Daily Pivots for day following 17-Jan-2013
Classic Woodie Camarilla DeMark
R4 125-054 124-303 124-069
R3 124-261 124-190 124-038
R2 124-148 124-148 124-028
R1 124-077 124-077 124-017 124-056
PP 124-035 124-035 124-035 124-024
S1 123-284 123-284 123-317 123-263
S2 123-242 123-242 123-306
S3 123-129 123-171 123-296
S4 123-016 123-058 123-265
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% 0-065 0.2% 30% False False 501,736
10 124-107 123-222 0-205 0.5% 0-062 0.2% 51% False False 515,655
20 124-147 123-222 0-245 0.6% 0-068 0.2% 43% False False 445,043
40 124-265 123-222 1-043 0.9% 0-062 0.2% 29% False False 443,438
60 124-265 123-160 1-105 1.1% 0-055 0.1% 39% False False 297,546
80 124-265 123-160 1-105 1.1% 0-044 0.1% 39% False False 223,163
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 0-013
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125-265
2.618 125-081
1.618 124-288
1.000 124-218
0.618 124-175
HIGH 124-105
0.618 124-062
0.500 124-048
0.382 124-035
LOW 123-312
0.618 123-242
1.000 123-199
1.618 123-129
2.618 123-016
4.250 122-152
Fisher Pivots for day following 17-Jan-2013
Pivot 1 day 3 day
R1 124-048 124-050
PP 124-035 124-035
S1 124-021 124-021

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

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