ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 31-Jan-2013
Day Change Summary
Previous Current
30-Jan-2013 31-Jan-2013 Change Change % Previous Week
Open 123-040 123-110 0-070 0.2% 123-210
High 123-070 123-110 0-040 0.1% 123-270
Low 123-040 123-080 0-040 0.1% 123-090
Close 123-070 123-080 0-010 0.0% 123-090
Range 0-030 0-030 0-000 0.0% 0-180
ATR 0-040 0-040 0-000 -0.1% 0-000
Volume 1,213 9,190 7,977 657.6% 4,628
Daily Pivots for day following 31-Jan-2013
Classic Woodie Camarilla DeMark
R4 123-180 123-160 123-096
R3 123-150 123-130 123-088
R2 123-120 123-120 123-086
R1 123-100 123-100 123-083 123-095
PP 123-090 123-090 123-090 123-088
S1 123-070 123-070 123-077 123-065
S2 123-060 123-060 123-074
S3 123-030 123-040 123-072
S4 123-000 123-010 123-064
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
5 123-210 123-020 0-190 0.5% 0-056 0.1% 32% False False 3,448
10 123-270 123-020 0-250 0.6% 0-041 0.1% 24% False False 2,133
20 123-280 123-020 0-260 0.7% 0-022 0.1% 23% False False 1,177
Crabel Price Patterns
NR False
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 0-003
Fibonacci Retracements and Extensions
4.250 123-238
2.618 123-189
1.618 123-159
1.000 123-140
0.618 123-129
HIGH 123-110
0.618 123-099
0.500 123-095
0.382 123-091
LOW 123-080
0.618 123-061
1.000 123-050
1.618 123-031
2.618 123-001
4.250 122-272
Fisher Pivots for day following 31-Jan-2013
Pivot 1 day 3 day
R1 123-095 123-078
PP 123-090 123-077
S1 123-085 123-075

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

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