ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 124-005 124-040 0-035 0.1% 124-125
High 124-060 124-042 -0-018 0.0% 124-147
Low 123-310 123-312 0-002 0.0% 123-222
Close 124-052 124-005 -0-047 -0.1% 123-285
Range 0-070 0-050 -0-020 -28.6% 0-245
ATR 0-069 0-069 -0-001 -0.9% 0-000
Volume 566,506 571,423 4,917 0.9% 2,124,327
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-163 124-134 124-032
R3 124-113 124-084 124-019
R2 124-063 124-063 124-014
R1 124-034 124-034 124-010 124-024
PP 124-013 124-013 124-013 124-008
S1 123-304 123-304 124-000 123-294
S2 123-283 123-283 123-316
S3 123-233 123-254 123-311
S4 123-183 123-204 123-298
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
5 124-060 123-222 0-158 0.4% 0-060 0.2% 65% False False 529,574
10 124-147 123-222 0-245 0.6% 0-074 0.2% 42% False False 468,854
20 124-220 123-222 0-318 0.8% 0-070 0.2% 32% False False 467,930
40 124-265 123-222 1-043 0.9% 0-058 0.1% 28% False False 383,019
60 124-265 123-160 1-105 1.1% 0-052 0.1% 39% False False 255,736
80 124-265 123-160 1-105 1.1% 0-040 0.1% 39% False False 191,806
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-254
2.618 124-173
1.618 124-123
1.000 124-092
0.618 124-073
HIGH 124-042
0.618 124-023
0.500 124-017
0.382 124-011
LOW 123-312
0.618 123-281
1.000 123-262
1.618 123-231
2.618 123-181
4.250 123-100
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 124-017 124-011
PP 124-013 124-009
S1 124-009 124-007

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

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