ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 124-020 124-050 0-030 0.1% 123-290
High 124-065 124-095 0-030 0.1% 124-060
Low 124-017 124-040 0-023 0.1% 123-277
Close 124-042 124-077 0-035 0.1% 124-020
Range 0-048 0-055 0-007 14.6% 0-103
ATR 0-067 0-066 -0-001 -1.3% 0-000
Volume 410,247 467,434 57,187 13.9% 2,490,089
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-236 124-211 124-107
R3 124-181 124-156 124-092
R2 124-126 124-126 124-087
R1 124-101 124-101 124-082 124-114
PP 124-071 124-071 124-071 124-077
S1 124-046 124-046 124-072 124-058
S2 124-016 124-016 124-067
S3 123-281 123-311 124-062
S4 123-226 123-256 124-047
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
5 124-095 123-285 0-130 0.3% 0-059 0.1% 86% True False 515,844
10 124-095 123-222 0-193 0.5% 0-066 0.2% 91% True False 523,802
20 124-147 123-222 0-245 0.6% 0-068 0.2% 71% False False 449,440
40 124-265 123-222 1-043 0.9% 0-060 0.2% 48% False False 418,391
60 124-265 123-160 1-105 1.1% 0-053 0.1% 56% False False 279,758
80 124-265 123-160 1-105 1.1% 0-042 0.1% 56% False False 209,821
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-009
2.618 124-239
1.618 124-184
1.000 124-150
0.618 124-129
HIGH 124-095
0.618 124-074
0.500 124-068
0.382 124-061
LOW 124-040
0.618 124-006
1.000 123-305
1.618 123-271
2.618 123-216
4.250 123-126
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 124-074 124-061
PP 124-071 124-046
S1 124-068 124-030

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

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