ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 124-040 124-000 -0-040 -0.1% 123-290
High 124-042 124-035 -0-007 0.0% 124-060
Low 123-312 123-285 -0-027 -0.1% 123-277
Close 124-005 124-020 0-015 0.0% 124-020
Range 0-050 0-070 0-020 40.0% 0-103
ATR 0-069 0-069 0-000 0.2% 0-000
Volume 571,423 563,613 -7,810 -1.4% 2,490,089
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-217 124-188 124-058
R3 124-147 124-118 124-039
R2 124-077 124-077 124-033
R1 124-048 124-048 124-026 124-062
PP 124-007 124-007 124-007 124-014
S1 123-298 123-298 124-014 123-312
S2 123-257 123-257 124-007
S3 123-187 123-228 124-001
S4 123-117 123-158 123-302
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 125-001 124-274 124-077
R3 124-218 124-171 124-048
R2 124-115 124-115 124-039
R1 124-068 124-068 124-029 124-092
PP 124-012 124-012 124-012 124-024
S1 123-285 123-285 124-011 123-308
S2 123-229 123-229 124-001
S3 123-126 123-182 123-312
S4 123-023 123-079 123-283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-060 123-277 0-103 0.3% 0-058 0.1% 61% False False 498,017
10 124-147 123-222 0-245 0.6% 0-072 0.2% 48% False False 487,396
20 124-207 123-222 0-305 0.8% 0-071 0.2% 39% False False 465,028
40 124-265 123-222 1-043 0.9% 0-059 0.1% 33% False False 397,106
60 124-265 123-160 1-105 1.1% 0-052 0.1% 42% False False 265,130
80 124-265 123-160 1-105 1.1% 0-040 0.1% 42% False False 198,851
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
4.250 125-012
2.618 124-218
1.618 124-148
1.000 124-105
0.618 124-078
HIGH 124-035
0.618 124-008
0.500 124-000
0.382 123-312
LOW 123-285
0.618 123-242
1.000 123-215
1.618 123-172
2.618 123-102
4.250 122-308
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 124-013 124-018
PP 124-007 124-015
S1 124-000 124-012

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

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