ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 123-180 123-230 0-050 0.1% 123-140
High 123-200 123-230 0-030 0.1% 123-240
Low 123-180 123-230 0-050 0.1% 123-140
Close 123-200 123-230 0-030 0.1% 123-200
Range 0-020 0-000 -0-020 -100.0% 0-100
ATR
Volume 706 44 -662 -93.8% 963
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 123-230 123-230 123-230
R3 123-230 123-230 123-230
R2 123-230 123-230 123-230
R1 123-230 123-230 123-230 123-230
PP 123-230 123-230 123-230 123-230
S1 123-230 123-230 123-230 123-230
S2 123-230 123-230 123-230
S3 123-230 123-230 123-230
S4 123-230 123-230 123-230
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-173 124-127 123-255
R3 124-073 124-027 123-228
R2 123-293 123-293 123-218
R1 123-247 123-247 123-209 123-270
PP 123-193 123-193 123-193 123-205
S1 123-147 123-147 123-191 123-170
S2 123-093 123-093 123-182
S3 122-313 123-047 123-172
S4 122-213 122-267 123-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-240 123-180 0-060 0.2% 0-004 0.0% 83% False False 191
10 123-250 123-140 0-110 0.3% 0-002 0.0% 82% False False 116
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-230
2.618 123-230
1.618 123-230
1.000 123-230
0.618 123-230
HIGH 123-230
0.618 123-230
0.500 123-230
0.382 123-230
LOW 123-230
0.618 123-230
1.000 123-230
1.618 123-230
2.618 123-230
4.250 123-230
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 123-230 123-222
PP 123-230 123-213
S1 123-230 123-205

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

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