ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 123-250 123-260 0-010 0.0% 123-230
High 123-260 123-270 0-010 0.0% 123-280
Low 123-250 123-250 0-000 0.0% 123-190
Close 123-260 123-250 -0-010 0.0% 123-230
Range 0-010 0-020 0-010 100.0% 0-090
ATR 0-032 0-031 -0-001 -2.6% 0-000
Volume 354 2,196 1,842 520.3% 2,421
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 123-317 123-303 123-261
R3 123-297 123-283 123-256
R2 123-277 123-277 123-254
R1 123-263 123-263 123-252 123-260
PP 123-257 123-257 123-257 123-255
S1 123-243 123-243 123-248 123-240
S2 123-237 123-237 123-246
S3 123-217 123-223 123-244
S4 123-197 123-203 123-239
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-183 124-137 123-280
R3 124-093 124-047 123-255
R2 124-003 124-003 123-246
R1 123-277 123-277 123-238 123-275
PP 123-233 123-233 123-233 123-232
S1 123-187 123-187 123-222 123-185
S2 123-143 123-143 123-214
S3 123-053 123-097 123-205
S4 122-283 123-007 123-180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-270 123-190 0-080 0.2% 0-026 0.1% 75% True False 818
10 123-280 123-180 0-100 0.3% 0-016 0.0% 70% False False 598
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-035
2.618 124-002
1.618 123-302
1.000 123-290
0.618 123-282
HIGH 123-270
0.618 123-262
0.500 123-260
0.382 123-258
LOW 123-250
0.618 123-238
1.000 123-230
1.618 123-218
2.618 123-198
4.250 123-165
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 123-260 123-247
PP 123-257 123-243
S1 123-253 123-240

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

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