ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 07-Feb-2013

Day Change Summary
	Previous	Current
	06-Feb-2013	07-Feb-2013	Change	Change %	Previous Week
Open	123-262	123-307	0-045	0.1%	123-232
High	123-315	124-025	0-030	0.1%	124-015
Low	123-250	123-270	0-020	0.1%	123-162
Close	123-305	124-002	0-017	0.0%	123-245
Range	0-065	0-075	0-010	15.4%	0-173
ATR	0-081	0-081	0-000	-0.5%	0-000
Volume	621,793	649,928	28,135	4.5%	4,323,132

Daily Pivots for day following 07-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-217	124-185	124-043
R3	124-142	124-110	124-023
R2	124-067	124-067	124-016
R1	124-035	124-035	124-009	124-051
PP	123-312	123-312	123-312	124-000
S1	123-280	123-280	123-315	123-296
S2	123-237	123-237	123-308
S3	123-162	123-205	123-301
S4	123-087	123-130	123-281

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	124-025	123-182	0-163	0.4%	0-099	0.2%	86%	True	False	725,886
10	124-050	123-162	0-208	0.5%	0-092	0.2%	77%	False	False	767,500
20	124-107	123-162	0-265	0.7%	0-079	0.2%	60%	False	False	629,239
40	124-235	123-162	1-073	1.0%	0-074	0.2%	41%	False	False	543,146
60	124-265	123-162	1-103	1.1%	0-065	0.2%	38%	False	False	455,751
80	124-265	123-160	1-105	1.1%	0-058	0.1%	38%	False	False	341,969
100	124-265	123-160	1-105	1.1%	0-047	0.1%	38%	False	False	273,578

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	0-022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-024
2.618	124-221
1.618	124-146
1.000	124-100
0.618	124-071
HIGH	124-025
0.618	123-316
0.500	123-308
0.382	123-299
LOW	123-270
0.618	123-224
1.000	123-195
1.618	123-149
2.618	123-074
4.250	122-271

Fisher Pivots for day following 07-Feb-2013
Pivot	1 day	3 day
R1	123-317	123-312
PP	123-312	123-301
S1	123-308	123-291

Download as Excel Spreadsheet

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

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