ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 124-052 123-282 -0-090 -0.2% 124-125
High 124-075 123-300 -0-095 -0.2% 124-147
Low 123-280 123-222 -0-058 -0.1% 123-222
Close 123-302 123-285 -0-017 0.0% 123-285
Range 0-115 0-078 -0-037 -32.2% 0-245
ATR 0-071 0-072 0-001 0.9% 0-000
Volume 674,720 721,395 46,675 6.9% 2,124,327
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-183 124-152 124-008
R3 124-105 124-074 123-306
R2 124-027 124-027 123-299
R1 123-316 123-316 123-292 124-012
PP 123-269 123-269 123-269 123-277
S1 123-238 123-238 123-278 123-254
S2 123-191 123-191 123-271
S3 123-113 123-160 123-264
S4 123-035 123-082 123-242
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 126-100 125-277 124-100
R3 125-175 125-032 124-032
R2 124-250 124-250 124-010
R1 124-107 124-107 123-307 124-056
PP 124-005 124-005 124-005 123-299
S1 123-182 123-182 123-263 123-131
S2 123-080 123-080 123-240
S3 122-155 122-257 123-218
S4 121-230 122-012 123-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-147 123-222 0-245 0.6% 0-085 0.2% 26% False True 476,775
10 124-147 123-222 0-245 0.6% 0-075 0.2% 26% False True 384,670
20 124-265 123-222 1-043 0.9% 0-069 0.2% 17% False True 443,681
40 124-265 123-222 1-043 0.9% 0-057 0.1% 17% False True 335,297
60 124-265 123-160 1-105 1.1% 0-049 0.1% 29% False False 223,629
80 124-265 123-160 1-105 1.1% 0-037 0.1% 29% False False 167,726
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-312
2.618 124-184
1.618 124-106
1.000 124-058
0.618 124-028
HIGH 123-300
0.618 123-270
0.500 123-261
0.382 123-252
LOW 123-222
0.618 123-174
1.000 123-144
1.618 123-096
2.618 123-018
4.250 122-210
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 123-277 123-308
PP 123-269 123-301
S1 123-261 123-293

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

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