ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 25-Jan-2013
Day Change Summary
Previous Current
24-Jan-2013 25-Jan-2013 Change Change % Previous Week
Open 123-260 123-210 -0-050 -0.1% 123-210
High 123-270 123-210 -0-060 -0.2% 123-270
Low 123-250 123-090 -0-160 -0.4% 123-090
Close 123-250 123-090 -0-160 -0.4% 123-090
Range 0-020 0-120 0-100 500.0% 0-180
ATR 0-031 0-040 0-009 29.9% 0-000
Volume 2,196 1,868 -328 -14.9% 4,628
Daily Pivots for day following 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 124-170 124-090 123-156
R3 124-050 123-290 123-123
R2 123-250 123-250 123-112
R1 123-170 123-170 123-101 123-150
PP 123-130 123-130 123-130 123-120
S1 123-050 123-050 123-079 123-030
S2 123-010 123-010 123-068
S3 122-210 122-250 123-057
S4 122-090 122-130 123-024
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 125-050 124-250 123-189
R3 124-190 124-070 123-140
R2 124-010 124-010 123-123
R1 123-210 123-210 123-106 123-180
PP 123-150 123-150 123-150 123-135
S1 123-030 123-030 123-074 123-000
S2 122-290 122-290 123-057
S3 122-110 122-170 123-040
S4 121-250 121-310 122-311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-270 123-090 0-180 0.5% 0-040 0.1% 0% False True 958
10 123-280 123-090 0-190 0.5% 0-028 0.1% 0% False True 775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 125-080
2.618 124-204
1.618 124-084
1.000 124-010
0.618 123-284
HIGH 123-210
0.618 123-164
0.500 123-150
0.382 123-136
LOW 123-090
0.618 123-016
1.000 122-290
1.618 122-216
2.618 122-096
4.250 121-220
Fisher Pivots for day following 25-Jan-2013
Pivot 1 day 3 day
R1 123-150 123-180
PP 123-130 123-150
S1 123-110 123-120

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

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