ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 04-Feb-2013

Day Change Summary
	Previous	Current
	01-Feb-2013	04-Feb-2013	Change	Change %	Previous Week
Open	123-225	123-235	0-010	0.0%	123-232
High	124-015	124-010	-0-005	0.0%	124-015
Low	123-200	123-182	-0-018	0.0%	123-162
Close	123-245	123-295	0-050	0.1%	123-245
Range	0-135	0-148	0-013	9.6%	0-173
ATR	0-078	0-083	0-005	6.5%	0-000
Volume	1,124,339	692,185	-432,154	-38.4%	4,323,132

Daily Pivots for day following 04-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-073	125-012	124-056
R3	124-245	124-184	124-016
R2	124-097	124-097	124-002
R1	124-036	124-036	123-309	124-066
PP	123-269	123-269	123-269	123-284
S1	123-208	123-208	123-281	123-238
S2	123-121	123-121	123-268
S3	122-293	123-060	123-254
S4	122-145	122-232	123-214

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	123-167	0-168	0.4%	0-096	0.2%	76%	False	False	850,240
10	124-102	123-162	0-260	0.7%	0-090	0.2%	51%	False	False	731,542
20	124-107	123-162	0-265	0.7%	0-077	0.2%	50%	False	False	606,346
40	124-265	123-162	1-103	1.1%	0-073	0.2%	31%	False	False	525,013
60	124-265	123-162	1-103	1.1%	0-064	0.2%	31%	False	False	425,647
80	124-265	123-160	1-105	1.1%	0-056	0.1%	32%	False	False	319,308
100	124-265	123-160	1-105	1.1%	0-045	0.1%	32%	False	False	255,450

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	0-023
Widest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	125-319
2.618	125-077
1.618	124-249
1.000	124-158
0.618	124-101
HIGH	124-010
0.618	123-273
0.500	123-256
0.382	123-239
LOW	123-182
0.618	123-091
1.000	123-034
1.618	122-263
2.618	122-115
4.250	121-193

Fisher Pivots for day following 04-Feb-2013
Pivot	1 day	3 day
R1	123-282	123-283
PP	123-269	123-271
S1	123-256	123-258

Download as Excel Spreadsheet

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

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