ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 30-Jan-2013
Day Change Summary
Previous Current
29-Jan-2013 30-Jan-2013 Change Change % Previous Week
Open 123-210 123-197 -0-013 0.0% 124-045
High 123-237 123-247 0-010 0.0% 124-102
Low 123-182 123-167 -0-015 0.0% 123-230
Close 123-210 123-222 0-012 0.0% 123-240
Range 0-055 0-080 0-025 45.5% 0-192
ATR 0-074 0-074 0-000 0.6% 0-000
Volume 736,864 864,678 127,814 17.3% 2,300,104
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-132 124-097 123-266
R3 124-052 124-017 123-244
R2 123-292 123-292 123-237
R1 123-257 123-257 123-229 123-274
PP 123-212 123-212 123-212 123-221
S1 123-177 123-177 123-215 123-194
S2 123-132 123-132 123-207
S3 123-052 123-097 123-200
S4 122-292 123-017 123-178
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% 0-088 0.2% 23% False False 757,480
10 124-107 123-162 0-265 0.7% 0-080 0.2% 23% False False 610,950
20 124-107 123-162 0-265 0.7% 0-072 0.2% 23% False False 567,376
40 124-265 123-162 1-103 1.1% 0-068 0.2% 14% False False 488,031
60 124-265 123-162 1-103 1.1% 0-060 0.2% 14% False False 381,548
80 124-265 123-160 1-105 1.1% 0-052 0.1% 15% False False 286,187
100 124-265 123-160 1-105 1.1% 0-042 0.1% 15% False False 228,954
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 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-267
2.618 124-136
1.618 124-056
1.000 124-007
0.618 123-296
HIGH 123-247
0.618 123-216
0.500 123-207
0.382 123-198
LOW 123-167
0.618 123-118
1.000 123-087
1.618 123-038
2.618 122-278
4.250 122-147
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 123-217 123-216
PP 123-212 123-210
S1 123-207 123-204

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

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