ECBOT 5 Year T-Note Future June 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 123-210 123-090 -0-120 -0.3% 123-210
High 123-210 123-100 -0-110 -0.3% 123-270
Low 123-090 123-020 -0-070 -0.2% 123-090
Close 123-090 123-050 -0-040 -0.1% 123-090
Range 0-120 0-080 -0-040 -33.3% 0-180
ATR 0-040 0-043 0-003 7.1% 0-000
Volume 1,868 2,597 729 39.0% 4,628
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 123-297 123-253 123-094
R3 123-217 123-173 123-072
R2 123-137 123-137 123-065
R1 123-093 123-093 123-057 123-075
PP 123-057 123-057 123-057 123-048
S1 123-013 123-013 123-043 122-315
S2 122-297 122-297 123-035
S3 122-217 122-253 123-028
S4 122-137 122-173 123-006
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 125-050 124-250 123-189
R3 124-190 124-070 123-140
R2 124-010 124-010 123-123
R1 123-210 123-210 123-106 123-180
PP 123-150 123-150 123-150 123-135
S1 123-030 123-030 123-074 123-000
S2 122-290 122-290 123-057
S3 122-110 122-170 123-040
S4 121-250 121-310 122-311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-270 123-020 0-250 0.6% 0-056 0.1% 12% False True 1,445
10 123-280 123-020 0-260 0.7% 0-034 0.1% 12% False True 964
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 0-002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-120
2.618 123-309
1.618 123-229
1.000 123-180
0.618 123-149
HIGH 123-100
0.618 123-069
0.500 123-060
0.382 123-051
LOW 123-020
0.618 122-291
1.000 122-260
1.618 122-211
2.618 122-131
4.250 122-000
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 123-060 123-145
PP 123-057 123-113
S1 123-053 123-082

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

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