ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 25-Jan-2013

Day Change Summary
	Previous	Current
	24-Jan-2013	25-Jan-2013	Change	Change %	Previous Week
Open	124-082	124-047	-0-035	-0.1%	124-045
High	124-102	124-050	-0-052	-0.1%	124-102
Low	124-020	123-230	-0-110	-0.3%	123-230
Close	124-060	123-240	-0-140	-0.4%	123-240
Range	0-082	0-140	0-058	70.7%	0-192
ATR	0-068	0-074	0-006	8.5%	0-000
Volume	574,962	846,779	271,817	47.3%	2,300,104

Daily Pivots for day following 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-060	124-290	123-317
R3	124-240	124-150	123-278
R2	124-100	124-100	123-266
R1	124-010	124-010	123-253	123-305
PP	123-280	123-280	123-280	123-268
S1	123-190	123-190	123-227	123-165
S2	123-140	123-140	123-214
S3	123-000	123-050	123-202
S4	122-180	122-230	123-163

Weekly Pivots for week ending 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-233	125-109	124-026
R3	125-041	124-237	123-293
R2	124-169	124-169	123-275
R1	124-045	124-045	123-258	124-011
PP	123-297	123-297	123-297	123-280
S1	123-173	123-173	123-222	123-139
S2	123-105	123-105	123-205
S3	122-233	122-301	123-187
S4	122-041	122-109	123-134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-102	123-230	0-192	0.5%	0-084	0.2%	5%	False	True	535,292
10	124-107	123-230	0-197	0.5%	0-075	0.2%	5%	False	True	518,514
20	124-147	123-222	0-245	0.6%	0-075	0.2%	7%	False	False	493,684
40	124-265	123-222	1-043	0.9%	0-066	0.2%	5%	False	False	480,568
60	124-265	123-210	1-055	0.9%	0-060	0.2%	8%	False	False	342,131
80	124-265	123-160	1-105	1.1%	0-049	0.1%	19%	False	False	256,617

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 99 trading days

Fibonacci Retracements and Extensions
4.250	126-005
2.618	125-097
1.618	124-277
1.000	124-190
0.618	124-137
HIGH	124-050
0.618	123-317
0.500	123-300
0.382	123-283
LOW	123-230
0.618	123-143
1.000	123-090
1.618	123-003
2.618	122-183
4.250	121-275

Fisher Pivots for day following 25-Jan-2013
Pivot	1 day	3 day
R1	123-300	124-006
PP	123-280	123-297
S1	123-260	123-269

Download as Excel Spreadsheet

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

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