ECBOT 5 Year T-Note Future June 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 123-280 123-240 -0-040 -0.1% 123-140
High 123-280 123-240 -0-040 -0.1% 123-240
Low 123-270 123-190 -0-080 -0.2% 123-140
Close 123-270 123-190 -0-080 -0.2% 123-200
Range 0-010 0-050 0-040 400.0% 0-100
ATR 0-000 0-031 0-031 0-000
Volume 874 1,170 296 33.9% 963
Daily Pivots for day following 17-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-037 124-003 123-218
R3 123-307 123-273 123-204
R2 123-257 123-257 123-199
R1 123-223 123-223 123-195 123-215
PP 123-207 123-207 123-207 123-202
S1 123-173 123-173 123-185 123-165
S2 123-157 123-157 123-181
S3 123-107 123-123 123-176
S4 123-057 123-073 123-162
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
5 123-280 123-180 0-100 0.3% 0-016 0.0% 10% False False 592
10 123-280 123-140 0-140 0.4% 0-008 0.0% 36% False False 337
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 0-000
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 124-132
2.618 124-051
1.618 124-001
1.000 123-290
0.618 123-271
HIGH 123-240
0.618 123-221
0.500 123-215
0.382 123-209
LOW 123-190
0.618 123-159
1.000 123-140
1.618 123-109
2.618 123-059
4.250 122-298
Fisher Pivots for day following 17-Jan-2013
Pivot 1 day 3 day
R1 123-215 123-235
PP 123-207 123-220
S1 123-198 123-205

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

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