ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 123-230 123-270 0-040 0.1% 123-140
High 123-230 123-270 0-040 0.1% 123-240
Low 123-230 123-270 0-040 0.1% 123-140
Close 123-230 123-270 0-040 0.1% 123-200
Range
ATR
Volume 44 169 125 284.1% 963
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 123-270 123-270 123-270
R3 123-270 123-270 123-270
R2 123-270 123-270 123-270
R1 123-270 123-270 123-270 123-270
PP 123-270 123-270 123-270 123-270
S1 123-270 123-270 123-270 123-270
S2 123-270 123-270 123-270
S3 123-270 123-270 123-270
S4 123-270 123-270 123-270
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-173 124-127 123-255
R3 124-073 124-027 123-228
R2 123-293 123-293 123-218
R1 123-247 123-247 123-209 123-270
PP 123-193 123-193 123-193 123-205
S1 123-147 123-147 123-191 123-170
S2 123-093 123-093 123-182
S3 122-313 123-047 123-172
S4 122-213 122-267 123-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-270 123-180 0-090 0.2% 0-004 0.0% 100% True False 214
10 123-270 123-140 0-130 0.3% 0-002 0.0% 100% True False 133
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 123-270
2.618 123-270
1.618 123-270
1.000 123-270
0.618 123-270
HIGH 123-270
0.618 123-270
0.500 123-270
0.382 123-270
LOW 123-270
0.618 123-270
1.000 123-270
1.618 123-270
2.618 123-270
4.250 123-270
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 123-270 123-255
PP 123-270 123-240
S1 123-270 123-225

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

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