ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 30-Jan-2013

Day Change Summary
	Previous	Current
	29-Jan-2013	30-Jan-2013	Change	Change %	Previous Week
Open	123-210	123-197	-0-013	0.0%	124-045
High	123-237	123-247	0-010	0.0%	124-102
Low	123-182	123-167	-0-015	0.0%	123-230
Close	123-210	123-222	0-012	0.0%	123-240
Range	0-055	0-080	0-025	45.5%	0-192
ATR	0-074	0-074	0-000	0.6%	0-000
Volume	736,864	864,678	127,814	17.3%	2,300,104

Daily Pivots for day following 30-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-132	124-097	123-266
R3	124-052	124-017	123-244
R2	123-292	123-292	123-237
R1	123-257	123-257	123-229	123-274
PP	123-212	123-212	123-212	123-221
S1	123-177	123-177	123-215	123-194
S2	123-132	123-132	123-207
S3	123-052	123-097	123-200
S4	122-292	123-017	123-178

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%	0-088	0.2%	23%	False	False	757,480
10	124-107	123-162	0-265	0.7%	0-080	0.2%	23%	False	False	610,950
20	124-107	123-162	0-265	0.7%	0-072	0.2%	23%	False	False	567,376
40	124-265	123-162	1-103	1.1%	0-068	0.2%	14%	False	False	488,031
60	124-265	123-162	1-103	1.1%	0-060	0.2%	14%	False	False	381,548
80	124-265	123-160	1-105	1.1%	0-052	0.1%	15%	False	False	286,187
100	124-265	123-160	1-105	1.1%	0-042	0.1%	15%	False	False	228,954

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-267
2.618	124-136
1.618	124-056
1.000	124-007
0.618	123-296
HIGH	123-247
0.618	123-216
0.500	123-207
0.382	123-198
LOW	123-167
0.618	123-118
1.000	123-087
1.618	123-038
2.618	122-278
4.250	122-147

Fisher Pivots for day following 30-Jan-2013
Pivot	1 day	3 day
R1	123-217	123-216
PP	123-212	123-210
S1	123-207	123-204

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