ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 123-290 123-295 0-005 0.0% 124-125
High 124-000 124-020 0-020 0.1% 124-147
Low 123-277 123-282 0-005 0.0% 123-222
Close 123-290 124-010 0-040 0.1% 123-285
Range 0-043 0-058 0-015 34.9% 0-245
ATR 0-070 0-069 -0-001 -1.2% 0-000
Volume 360,774 427,773 66,999 18.6% 2,124,327
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-171 124-149 124-042
R3 124-113 124-091 124-026
R2 124-055 124-055 124-021
R1 124-033 124-033 124-015 124-044
PP 123-317 123-317 123-317 124-003
S1 123-295 123-295 124-005 123-306
S2 123-259 123-259 123-319
S3 123-201 123-237 123-314
S4 123-143 123-179 123-298
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
5 124-075 123-222 0-173 0.4% 0-072 0.2% 62% False False 531,761
10 124-147 123-222 0-245 0.6% 0-071 0.2% 44% False False 373,993
20 124-257 123-222 1-035 0.9% 0-069 0.2% 30% False False 440,868
40 124-265 123-222 1-043 0.9% 0-056 0.1% 30% False False 354,891
60 124-265 123-160 1-105 1.1% 0-050 0.1% 40% False False 236,771
80 124-265 123-160 1-105 1.1% 0-038 0.1% 40% False False 177,582
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 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-266
2.618 124-172
1.618 124-114
1.000 124-078
0.618 124-056
HIGH 124-020
0.618 123-318
0.500 123-311
0.382 123-304
LOW 123-282
0.618 123-246
1.000 123-224
1.618 123-188
2.618 123-130
4.250 123-036
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 124-004 123-314
PP 123-317 123-297
S1 123-311 123-281

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

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