ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 124-125 124-020 -0-105 -0.3% 124-045
High 124-147 124-075 -0-072 -0.2% 124-145
Low 124-042 124-007 -0-035 -0.1% 124-030
Close 124-132 124-060 -0-072 -0.2% 124-127
Range 0-105 0-068 -0-037 -35.2% 0-115
ATR 0-064 0-068 0-004 6.9% 0-000
Volume 254,069 474,143 220,074 86.6% 827,061
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-251 124-224 124-097
R3 124-183 124-156 124-079
R2 124-115 124-115 124-072
R1 124-088 124-088 124-066 124-102
PP 124-047 124-047 124-047 124-054
S1 124-020 124-020 124-054 124-034
S2 123-299 123-299 124-048
S3 123-231 123-272 124-041
S4 123-163 123-204 124-023
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 125-126 125-081 124-190
R3 125-011 124-286 124-159
R2 124-216 124-216 124-148
R1 124-171 124-171 124-138 124-194
PP 124-101 124-101 124-101 124-112
S1 124-056 124-056 124-116 124-078
S2 123-306 123-306 124-106
S3 123-191 123-261 124-095
S4 123-076 123-146 124-064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-147 124-007 0-140 0.4% 0-075 0.2% 38% False True 294,952
10 124-147 123-302 0-165 0.4% 0-070 0.2% 47% False False 377,409
20 124-265 123-302 0-283 0.7% 0-064 0.2% 28% False False 412,687
40 124-265 123-290 0-295 0.7% 0-055 0.1% 31% False False 300,474
60 124-265 123-160 1-105 1.1% 0-046 0.1% 52% False False 200,360
80 124-265 123-160 1-105 1.1% 0-035 0.1% 52% False False 150,275
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 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-044
2.618 124-253
1.618 124-185
1.000 124-143
0.618 124-117
HIGH 124-075
0.618 124-049
0.500 124-041
0.382 124-033
LOW 124-007
0.618 123-285
1.000 123-259
1.618 123-217
2.618 123-149
4.250 123-038
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 124-054 124-077
PP 124-047 124-071
S1 124-041 124-066

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

View Archives - Comment on this page... - Back to Index of Symbols