ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 123-090 123-060 -0-030 -0.1% 123-210
High 123-100 123-070 -0-030 -0.1% 123-270
Low 123-020 123-050 0-030 0.1% 123-090
Close 123-050 123-060 0-010 0.0% 123-090
Range 0-080 0-020 -0-060 -75.0% 0-180
ATR 0-043 0-041 -0-002 -3.8% 0-000
Volume 2,597 2,375 -222 -8.5% 4,628
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 123-120 123-110 123-071
R3 123-100 123-090 123-066
R2 123-080 123-080 123-064
R1 123-070 123-070 123-062 123-070
PP 123-060 123-060 123-060 123-060
S1 123-050 123-050 123-058 123-050
S2 123-040 123-040 123-056
S3 123-020 123-030 123-054
S4 123-000 123-010 123-049
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
5 123-270 123-020 0-250 0.6% 0-050 0.1% 16% False False 1,878
10 123-280 123-020 0-260 0.7% 0-036 0.1% 15% False False 1,197
20 123-280 123-020 0-260 0.7% 0-019 0.0% 15% False False 657
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-155
2.618 123-122
1.618 123-102
1.000 123-090
0.618 123-082
HIGH 123-070
0.618 123-062
0.500 123-060
0.382 123-058
LOW 123-050
0.618 123-038
1.000 123-030
1.618 123-018
2.618 122-318
4.250 122-285
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 123-060 123-115
PP 123-060 123-097
S1 123-060 123-078

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

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