ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 23-Jan-2013
Day Change Summary
Previous Current
22-Jan-2013 23-Jan-2013 Change Change % Previous Week
Open 123-210 123-250 0-040 0.1% 123-230
High 123-260 123-260 0-000 0.0% 123-280
Low 123-210 123-250 0-040 0.1% 123-190
Close 123-260 123-260 0-000 0.0% 123-230
Range 0-050 0-010 -0-040 -80.0% 0-090
ATR 0-033 0-032 -0-002 -5.0% 0-000
Volume 210 354 144 68.6% 2,421
Daily Pivots for day following 23-Jan-2013
Classic Woodie Camarilla DeMark
R4 123-287 123-283 123-266
R3 123-277 123-273 123-263
R2 123-267 123-267 123-262
R1 123-263 123-263 123-261 123-265
PP 123-257 123-257 123-257 123-258
S1 123-253 123-253 123-259 123-255
S2 123-247 123-247 123-258
S3 123-237 123-243 123-257
S4 123-227 123-233 123-254
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% 0-024 0.1% 78% False False 554
10 123-280 123-180 0-100 0.3% 0-014 0.0% 80% False False 384
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-302
2.618 123-286
1.618 123-276
1.000 123-270
0.618 123-266
HIGH 123-260
0.618 123-256
0.500 123-255
0.382 123-254
LOW 123-250
0.618 123-244
1.000 123-240
1.618 123-234
2.618 123-224
4.250 123-208
Fisher Pivots for day following 23-Jan-2013
Pivot 1 day 3 day
R1 123-258 123-252
PP 123-257 123-243
S1 123-255 123-235

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

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