ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 30-Jan-2013
Day Change Summary
Previous Current
29-Jan-2013 30-Jan-2013 Change Change % Previous Week
Open 123-060 123-040 -0-020 -0.1% 123-210
High 123-070 123-070 0-000 0.0% 123-270
Low 123-050 123-040 -0-010 0.0% 123-090
Close 123-060 123-070 0-010 0.0% 123-090
Range 0-020 0-030 0-010 50.0% 0-180
ATR 0-041 0-040 -0-001 -2.0% 0-000
Volume 2,375 1,213 -1,162 -48.9% 4,628
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 123-150 123-140 123-086
R3 123-120 123-110 123-078
R2 123-090 123-090 123-076
R1 123-080 123-080 123-073 123-085
PP 123-060 123-060 123-060 123-062
S1 123-050 123-050 123-067 123-055
S2 123-030 123-030 123-064
S3 123-000 123-020 123-062
S4 122-290 122-310 123-054
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% 0-054 0.1% 20% False False 2,049
10 123-280 123-020 0-260 0.7% 0-039 0.1% 19% False False 1,302
20 123-280 123-020 0-260 0.7% 0-020 0.1% 19% False False 717
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 0-003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-198
2.618 123-149
1.618 123-119
1.000 123-100
0.618 123-089
HIGH 123-070
0.618 123-059
0.500 123-055
0.382 123-051
LOW 123-040
0.618 123-021
1.000 123-010
1.618 122-311
2.618 122-281
4.250 122-232
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 123-065 123-067
PP 123-060 123-063
S1 123-055 123-060

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

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