ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 18-Jan-2013
Day Change Summary
Previous Current
17-Jan-2013 18-Jan-2013 Change Change % Previous Week
Open 124-087 124-002 -0-085 -0.2% 124-020
High 124-105 124-060 -0-045 -0.1% 124-107
Low 123-312 123-295 -0-017 0.0% 123-295
Close 124-007 124-050 0-043 0.1% 124-050
Range 0-113 0-085 -0-028 -24.8% 0-132
ATR 0-068 0-069 0-001 1.8% 0-000
Volume 665,407 376,356 -289,051 -43.4% 2,321,424
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-283 124-252 124-097
R3 124-198 124-167 124-073
R2 124-113 124-113 124-066
R1 124-082 124-082 124-058 124-098
PP 124-028 124-028 124-028 124-036
S1 123-317 123-317 124-042 124-012
S2 123-263 123-263 124-034
S3 123-178 123-232 124-027
S4 123-093 123-147 124-003
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 125-120 125-057 124-123
R3 124-308 124-245 124-086
R2 124-176 124-176 124-074
R1 124-113 124-113 124-062 124-144
PP 124-044 124-044 124-044 124-060
S1 123-301 123-301 124-038 124-012
S2 123-232 123-232 124-026
S3 123-100 123-169 124-014
S4 122-288 123-037 123-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-107 123-295 0-132 0.3% 0-068 0.2% 57% False True 464,284
10 124-107 123-277 0-150 0.4% 0-063 0.2% 62% False False 481,151
20 124-147 123-222 0-245 0.6% 0-069 0.2% 60% False False 432,911
40 124-265 123-222 1-043 0.9% 0-063 0.2% 41% False False 451,841
60 124-265 123-160 1-105 1.1% 0-056 0.1% 49% False False 303,815
80 124-265 123-160 1-105 1.1% 0-045 0.1% 49% False False 227,867
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-101
2.618 124-283
1.618 124-198
1.000 124-145
0.618 124-113
HIGH 124-060
0.618 124-028
0.500 124-018
0.382 124-007
LOW 123-295
0.618 123-242
1.000 123-210
1.618 123-157
2.618 123-072
4.250 122-254
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 124-039 124-047
PP 124-028 124-044
S1 124-018 124-041

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

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