ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 124-060 124-082 0-022 0.1% 124-020
High 124-100 124-102 0-002 0.0% 124-107
Low 124-055 124-020 -0-035 -0.1% 123-295
Close 124-070 124-060 -0-010 0.0% 124-050
Range 0-045 0-082 0-037 82.2% 0-132
ATR 0-067 0-068 0-001 1.5% 0-000
Volume 395,465 574,962 179,497 45.4% 2,321,424
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-307 124-265 124-105
R3 124-225 124-183 124-083
R2 124-143 124-143 124-075
R1 124-101 124-101 124-068 124-081
PP 124-061 124-061 124-061 124-050
S1 124-019 124-019 124-052 123-319
S2 123-299 123-299 124-045
S3 123-217 123-257 124-037
S4 123-135 123-175 124-015
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
5 124-105 123-295 0-130 0.3% 0-079 0.2% 65% False False 499,017
10 124-107 123-285 0-142 0.4% 0-066 0.2% 67% False False 490,978
20 124-147 123-222 0-245 0.6% 0-070 0.2% 64% False False 456,785
40 124-265 123-222 1-043 0.9% 0-064 0.2% 44% False False 475,266
60 124-265 123-210 1-055 0.9% 0-058 0.1% 45% False False 328,022
80 124-265 123-160 1-105 1.1% 0-047 0.1% 52% False False 246,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-130
2.618 124-317
1.618 124-235
1.000 124-184
0.618 124-153
HIGH 124-102
0.618 124-071
0.500 124-061
0.382 124-051
LOW 124-020
0.618 123-289
1.000 123-258
1.618 123-207
2.618 123-125
4.250 122-312
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 124-061 124-059
PP 124-061 124-058
S1 124-060 124-057

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

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