ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 25-Jan-2013
Day Change Summary
Previous Current
24-Jan-2013 25-Jan-2013 Change Change % Previous Week
Open 124-082 124-047 -0-035 -0.1% 124-045
High 124-102 124-050 -0-052 -0.1% 124-102
Low 124-020 123-230 -0-110 -0.3% 123-230
Close 124-060 123-240 -0-140 -0.4% 123-240
Range 0-082 0-140 0-058 70.7% 0-192
ATR 0-068 0-074 0-006 8.5% 0-000
Volume 574,962 846,779 271,817 47.3% 2,300,104
Daily Pivots for day following 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 125-060 124-290 123-317
R3 124-240 124-150 123-278
R2 124-100 124-100 123-266
R1 124-010 124-010 123-253 123-305
PP 123-280 123-280 123-280 123-268
S1 123-190 123-190 123-227 123-165
S2 123-140 123-140 123-214
S3 123-000 123-050 123-202
S4 122-180 122-230 123-163
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 125-233 125-109 124-026
R3 125-041 124-237 123-293
R2 124-169 124-169 123-275
R1 124-045 124-045 123-258 124-011
PP 123-297 123-297 123-297 123-280
S1 123-173 123-173 123-222 123-139
S2 123-105 123-105 123-205
S3 122-233 122-301 123-187
S4 122-041 122-109 123-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-102 123-230 0-192 0.5% 0-084 0.2% 5% False True 535,292
10 124-107 123-230 0-197 0.5% 0-075 0.2% 5% False True 518,514
20 124-147 123-222 0-245 0.6% 0-075 0.2% 7% False False 493,684
40 124-265 123-222 1-043 0.9% 0-066 0.2% 5% False False 480,568
60 124-265 123-210 1-055 0.9% 0-060 0.2% 8% False False 342,131
80 124-265 123-160 1-105 1.1% 0-049 0.1% 19% False False 256,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 99 trading days
Fibonacci Retracements and Extensions
4.250 126-005
2.618 125-097
1.618 124-277
1.000 124-190
0.618 124-137
HIGH 124-050
0.618 123-317
0.500 123-300
0.382 123-283
LOW 123-230
0.618 123-143
1.000 123-090
1.618 123-003
2.618 122-183
4.250 121-275
Fisher Pivots for day following 25-Jan-2013
Pivot 1 day 3 day
R1 123-300 124-006
PP 123-280 123-297
S1 123-260 123-269

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

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