ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 31-Jan-2013
Day Change Summary
Previous Current
30-Jan-2013 31-Jan-2013 Change Change % Previous Week
Open 123-197 123-232 0-035 0.1% 124-045
High 123-247 123-280 0-033 0.1% 124-102
Low 123-167 123-217 0-050 0.1% 123-230
Close 123-222 123-235 0-013 0.0% 123-240
Range 0-080 0-063 -0-017 -21.3% 0-192
ATR 0-074 0-073 -0-001 -1.1% 0-000
Volume 864,678 833,134 -31,544 -3.6% 2,300,104
Daily Pivots for day following 31-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-113 124-077 123-270
R3 124-050 124-014 123-252
R2 123-307 123-307 123-247
R1 123-271 123-271 123-241 123-289
PP 123-244 123-244 123-244 123-253
S1 123-208 123-208 123-229 123-226
S2 123-181 123-181 123-223
S3 123-118 123-145 123-218
S4 123-055 123-082 123-200
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
5 124-050 123-162 0-208 0.5% 0-085 0.2% 35% False False 809,114
10 124-105 123-162 0-263 0.7% 0-082 0.2% 28% False False 654,066
20 124-107 123-162 0-265 0.7% 0-072 0.2% 28% False False 585,326
40 124-265 123-162 1-103 1.1% 0-068 0.2% 17% False False 499,006
60 124-265 123-162 1-103 1.1% 0-061 0.2% 17% False False 395,425
80 124-265 123-160 1-105 1.1% 0-052 0.1% 18% False False 296,601
100 124-265 123-160 1-105 1.1% 0-042 0.1% 18% False False 237,285
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-228
2.618 124-125
1.618 124-062
1.000 124-023
0.618 123-319
HIGH 123-280
0.618 123-256
0.500 123-248
0.382 123-241
LOW 123-217
0.618 123-178
1.000 123-154
1.618 123-115
2.618 123-052
4.250 122-269
Fisher Pivots for day following 31-Jan-2013
Pivot 1 day 3 day
R1 123-248 123-231
PP 123-244 123-227
S1 123-240 123-224

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

View Archives - Comment on this page... - Back to Index of Symbols