ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 124-047 123-232 -0-135 -0.3% 124-045
High 124-050 123-247 -0-123 -0.3% 124-102
Low 123-230 123-162 -0-068 -0.2% 123-230
Close 123-240 123-197 -0-043 -0.1% 123-240
Range 0-140 0-085 -0-055 -39.3% 0-192
ATR 0-074 0-075 0-001 1.0% 0-000
Volume 846,779 764,117 -82,662 -9.8% 2,300,104
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-137 124-092 123-244
R3 124-052 124-007 123-220
R2 123-287 123-287 123-213
R1 123-242 123-242 123-205 123-222
PP 123-202 123-202 123-202 123-192
S1 123-157 123-157 123-189 123-137
S2 123-117 123-117 123-181
S3 123-032 123-072 123-174
S4 122-267 122-307 123-150
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
5 124-102 123-162 0-260 0.7% 0-084 0.2% 13% False True 612,844
10 124-107 123-162 0-265 0.7% 0-076 0.2% 13% False True 538,564
20 124-147 123-162 0-305 0.8% 0-074 0.2% 11% False True 512,980
40 124-265 123-162 1-103 1.1% 0-067 0.2% 8% False True 473,658
60 124-265 123-162 1-103 1.1% 0-060 0.2% 8% False True 354,865
80 124-265 123-160 1-105 1.1% 0-050 0.1% 9% False False 266,169
100 124-265 123-160 1-105 1.1% 0-040 0.1% 9% False False 212,940
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
4.250 124-288
2.618 124-150
1.618 124-065
1.000 124-012
0.618 123-300
HIGH 123-247
0.618 123-215
0.500 123-204
0.382 123-194
LOW 123-162
0.618 123-109
1.000 123-077
1.618 123-024
2.618 122-259
4.250 122-121
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 123-204 123-292
PP 123-202 123-260
S1 123-200 123-229

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

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