ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 123-232 123-210 -0-022 -0.1% 124-045
High 123-247 123-237 -0-010 0.0% 124-102
Low 123-162 123-182 0-020 0.1% 123-230
Close 123-197 123-210 0-013 0.0% 123-240
Range 0-085 0-055 -0-030 -35.3% 0-192
ATR 0-075 0-074 -0-001 -1.9% 0-000
Volume 764,117 736,864 -27,253 -3.6% 2,300,104
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-055 124-027 123-240
R3 124-000 123-292 123-225
R2 123-265 123-265 123-220
R1 123-237 123-237 123-215 123-238
PP 123-210 123-210 123-210 123-210
S1 123-182 123-182 123-205 123-182
S2 123-155 123-155 123-200
S3 123-100 123-127 123-195
S4 123-045 123-072 123-180
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% 0-081 0.2% 18% False False 663,637
10 124-107 123-162 0-265 0.7% 0-077 0.2% 18% False False 571,226
20 124-147 123-162 0-305 0.8% 0-074 0.2% 16% False False 536,846
40 124-265 123-162 1-103 1.1% 0-067 0.2% 11% False False 477,623
60 124-265 123-162 1-103 1.1% 0-059 0.1% 11% False False 367,146
80 124-265 123-160 1-105 1.1% 0-051 0.1% 12% False False 275,379
100 124-265 123-160 1-105 1.1% 0-041 0.1% 12% False False 220,308
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-151
2.618 124-061
1.618 124-006
1.000 123-292
0.618 123-271
HIGH 123-237
0.618 123-216
0.500 123-210
0.382 123-203
LOW 123-182
0.618 123-148
1.000 123-127
1.618 123-093
2.618 123-038
4.250 122-268
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 123-210 123-266
PP 123-210 123-247
S1 123-210 123-229

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

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