ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 123-230 123-210 -0-020 -0.1% 123-230
High 123-230 123-260 0-030 0.1% 123-280
Low 123-230 123-210 -0-020 -0.1% 123-190
Close 123-230 123-260 0-030 0.1% 123-230
Range 0-000 0-050 0-050 0-090
ATR 0-032 0-033 0-001 4.0% 0-000
Volume 164 210 46 28.0% 2,421
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-073 124-057 123-288
R3 124-023 124-007 123-274
R2 123-293 123-293 123-269
R1 123-277 123-277 123-265 123-285
PP 123-243 123-243 123-243 123-248
S1 123-227 123-227 123-255 123-235
S2 123-193 123-193 123-251
S3 123-143 123-177 123-246
S4 123-093 123-127 123-232
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-183 124-137 123-280
R3 124-093 124-047 123-255
R2 124-003 124-003 123-246
R1 123-277 123-277 123-238 123-275
PP 123-233 123-233 123-233 123-232
S1 123-187 123-187 123-222 123-185
S2 123-143 123-143 123-214
S3 123-053 123-097 123-205
S4 122-283 123-007 123-180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-280 123-190 0-090 0.2% 0-022 0.1% 78% False False 517
10 123-280 123-180 0-100 0.3% 0-013 0.0% 80% False False 354
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-152
2.618 124-071
1.618 124-021
1.000 123-310
0.618 123-291
HIGH 123-260
0.618 123-241
0.500 123-235
0.382 123-229
LOW 123-210
0.618 123-179
1.000 123-160
1.618 123-129
2.618 123-079
4.250 122-318
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 123-252 123-248
PP 123-243 123-237
S1 123-235 123-225

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

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