ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 16-Jan-2013
Day Change Summary
Previous Current
15-Jan-2013 16-Jan-2013 Change Change % Previous Week
Open 123-270 123-280 0-010 0.0% 123-140
High 123-270 123-280 0-010 0.0% 123-240
Low 123-270 123-270 0-000 0.0% 123-140
Close 123-270 123-270 0-000 0.0% 123-200
Range 0-000 0-010 0-010 0-100
ATR
Volume 169 874 705 417.2% 963
Daily Pivots for day following 16-Jan-2013
Classic Woodie Camarilla DeMark
R4 123-303 123-297 123-276
R3 123-293 123-287 123-273
R2 123-283 123-283 123-272
R1 123-277 123-277 123-271 123-275
PP 123-273 123-273 123-273 123-272
S1 123-267 123-267 123-269 123-265
S2 123-263 123-263 123-268
S3 123-253 123-257 123-267
S4 123-243 123-247 123-264
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
5 123-280 123-180 0-100 0.3% 0-006 0.0% 90% True False 378
10 123-280 123-140 0-140 0.4% 0-003 0.0% 93% True False 220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-002
2.618 123-306
1.618 123-296
1.000 123-290
0.618 123-286
HIGH 123-280
0.618 123-276
0.500 123-275
0.382 123-274
LOW 123-270
0.618 123-264
1.000 123-260
1.618 123-254
2.618 123-244
4.250 123-228
Fisher Pivots for day following 16-Jan-2013
Pivot 1 day 3 day
R1 123-275 123-265
PP 123-273 123-260
S1 123-272 123-255

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

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