ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 01-Feb-2013

Day Change Summary
	Previous	Current
	31-Jan-2013	01-Feb-2013	Change	Change %	Previous Week
Open	123-232	123-225	-0-007	0.0%	123-232
High	123-280	124-015	0-055	0.1%	124-015
Low	123-217	123-200	-0-017	0.0%	123-162
Close	123-235	123-245	0-010	0.0%	123-245
Range	0-063	0-135	0-072	114.3%	0-173
ATR	0-073	0-078	0-004	6.0%	0-000
Volume	833,134	1,124,339	291,205	35.0%	4,323,132

Daily Pivots for day following 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-025	124-270	123-319
R3	124-210	124-135	123-282
R2	124-075	124-075	123-270
R1	124-000	124-000	123-257	124-038
PP	123-260	123-260	123-260	123-279
S1	123-185	123-185	123-233	123-222
S2	123-125	123-125	123-220
S3	122-310	123-050	123-208
S4	122-175	122-235	123-171

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-126	125-039	124-020
R3	124-273	124-186	123-293
R2	124-100	124-100	123-277
R1	124-013	124-013	123-261	124-056
PP	123-247	123-247	123-247	123-269
S1	123-160	123-160	123-229	123-204
S2	123-074	123-074	123-213
S3	122-221	122-307	123-197
S4	122-048	122-134	123-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-015	123-162	0-173	0.4%	0-084	0.2%	48%	True	False	864,626
10	124-102	123-162	0-260	0.7%	0-084	0.2%	32%	False	False	699,959
20	124-107	123-162	0-265	0.7%	0-073	0.2%	31%	False	False	607,807
40	124-265	123-162	1-103	1.1%	0-070	0.2%	20%	False	False	518,705
60	124-265	123-162	1-103	1.1%	0-062	0.2%	20%	False	False	414,160
80	124-265	123-160	1-105	1.1%	0-054	0.1%	20%	False	False	310,656
100	124-265	123-160	1-105	1.1%	0-044	0.1%	20%	False	False	248,528

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-269
2.618	125-048
1.618	124-233
1.000	124-150
0.618	124-098
HIGH	124-015
0.618	123-283
0.500	123-268
0.382	123-252
LOW	123-200
0.618	123-117
1.000	123-065
1.618	122-302
2.618	122-167
4.250	121-266

Fisher Pivots for day following 01-Feb-2013
Pivot	1 day	3 day
R1	123-268	123-251
PP	123-260	123-249
S1	123-252	123-247

Download as Excel Spreadsheet

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

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