ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 05-Feb-2013

Day Change Summary
	Previous	Current
	04-Feb-2013	05-Feb-2013	Change	Change %	Previous Week
Open	123-235	123-305	0-070	0.2%	123-232
High	124-010	123-310	-0-020	-0.1%	124-015
Low	123-182	123-237	0-055	0.1%	123-162
Close	123-295	123-247	-0-048	-0.1%	123-245
Range	0-148	0-073	-0-075	-50.7%	0-173
ATR	0-083	0-082	-0-001	-0.8%	0-000
Volume	692,185	541,187	-150,998	-21.8%	4,323,132

Daily Pivots for day following 05-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-164	124-118	123-287
R3	124-091	124-045	123-267
R2	124-018	124-018	123-260
R1	123-292	123-292	123-254	123-278
PP	123-265	123-265	123-265	123-258
S1	123-219	123-219	123-240	123-206
S2	123-192	123-192	123-234
S3	123-119	123-146	123-227
S4	123-046	123-073	123-207

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%	0-100	0.3%	48%	False	False	811,104
10	124-102	123-162	0-260	0.7%	0-091	0.2%	33%	False	False	737,371
20	124-107	123-162	0-265	0.7%	0-078	0.2%	32%	False	False	615,367
40	124-265	123-162	1-103	1.1%	0-074	0.2%	20%	False	False	529,782
60	124-265	123-162	1-103	1.1%	0-064	0.2%	20%	False	False	434,664
80	124-265	123-160	1-105	1.1%	0-056	0.1%	20%	False	False	326,073
100	124-265	123-160	1-105	1.1%	0-046	0.1%	20%	False	False	260,862

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	0-020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-300
2.618	124-181
1.618	124-108
1.000	124-063
0.618	124-035
HIGH	123-310
0.618	123-282
0.500	123-274
0.382	123-265
LOW	123-237
0.618	123-192
1.000	123-164
1.618	123-119
2.618	123-046
4.250	122-247

Fisher Pivots for day following 05-Feb-2013
Pivot	1 day	3 day
R1	123-274	123-258
PP	123-265	123-255
S1	123-256	123-251

Download as Excel Spreadsheet

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

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