ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 28-Jan-2013

Day Change Summary
	Previous	Current
	25-Jan-2013	28-Jan-2013	Change	Change %	Previous Week
Open	124-047	123-232	-0-135	-0.3%	124-045
High	124-050	123-247	-0-123	-0.3%	124-102
Low	123-230	123-162	-0-068	-0.2%	123-230
Close	123-240	123-197	-0-043	-0.1%	123-240
Range	0-140	0-085	-0-055	-39.3%	0-192
ATR	0-074	0-075	0-001	1.0%	0-000
Volume	846,779	764,117	-82,662	-9.8%	2,300,104

Daily Pivots for day following 28-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-137	124-092	123-244
R3	124-052	124-007	123-220
R2	123-287	123-287	123-213
R1	123-242	123-242	123-205	123-222
PP	123-202	123-202	123-202	123-192
S1	123-157	123-157	123-189	123-137
S2	123-117	123-117	123-181
S3	123-032	123-072	123-174
S4	122-267	122-307	123-150

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	123-162	0-260	0.7%	0-084	0.2%	13%	False	True	612,844
10	124-107	123-162	0-265	0.7%	0-076	0.2%	13%	False	True	538,564
20	124-147	123-162	0-305	0.8%	0-074	0.2%	11%	False	True	512,980
40	124-265	123-162	1-103	1.1%	0-067	0.2%	8%	False	True	473,658
60	124-265	123-162	1-103	1.1%	0-060	0.2%	8%	False	True	354,865
80	124-265	123-160	1-105	1.1%	0-050	0.1%	9%	False	False	266,169
100	124-265	123-160	1-105	1.1%	0-040	0.1%	9%	False	False	212,940

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	124-288
2.618	124-150
1.618	124-065
1.000	124-012
0.618	123-300
HIGH	123-247
0.618	123-215
0.500	123-204
0.382	123-194
LOW	123-162
0.618	123-109
1.000	123-077
1.618	123-024
2.618	122-259
4.250	122-121

Fisher Pivots for day following 28-Jan-2013
Pivot	1 day	3 day
R1	123-204	123-292
PP	123-202	123-260
S1	123-200	123-229

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