ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 124-000 124-020 0-020 0.1% 123-290
High 124-035 124-065 0-030 0.1% 124-060
Low 123-285 124-017 0-052 0.1% 123-277
Close 124-020 124-042 0-022 0.1% 124-020
Range 0-070 0-048 -0-022 -31.4% 0-103
ATR 0-069 0-067 -0-001 -2.1% 0-000
Volume 563,613 410,247 -153,366 -27.2% 2,490,089
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-185 124-162 124-068
R3 124-137 124-114 124-055
R2 124-089 124-089 124-051
R1 124-066 124-066 124-046 124-078
PP 124-041 124-041 124-041 124-047
S1 124-018 124-018 124-038 124-030
S2 123-313 123-313 124-033
S3 123-265 123-290 124-029
S4 123-217 123-242 124-016
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
5 124-065 123-282 0-103 0.3% 0-059 0.1% 78% True False 507,912
10 124-147 123-222 0-245 0.6% 0-070 0.2% 57% False False 502,466
20 124-147 123-222 0-245 0.6% 0-068 0.2% 57% False False 449,560
40 124-265 123-222 1-043 0.9% 0-059 0.1% 39% False False 406,825
60 124-265 123-160 1-105 1.1% 0-053 0.1% 48% False False 271,967
80 124-265 123-160 1-105 1.1% 0-041 0.1% 48% False False 203,978
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 124-269
2.618 124-191
1.618 124-143
1.000 124-113
0.618 124-095
HIGH 124-065
0.618 124-047
0.500 124-041
0.382 124-035
LOW 124-017
0.618 123-307
1.000 123-289
1.618 123-259
2.618 123-211
4.250 123-133
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 124-042 124-033
PP 124-041 124-024
S1 124-041 124-015

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

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