ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 11-Feb-2013

Day Change Summary
	Previous	Current
	08-Feb-2013	11-Feb-2013	Change	Change %	Previous Week
Open	123-312	123-317	0-005	0.0%	123-235
High	124-025	124-005	-0-020	-0.1%	124-025
Low	123-272	123-277	0-005	0.0%	123-182
Close	124-000	123-302	-0-018	0.0%	124-000
Range	0-073	0-048	-0-025	-34.2%	0-163
ATR	0-080	0-078	-0-002	-2.9%	0-000
Volume	454,542	342,741	-111,801	-24.6%	2,959,635

Daily Pivots for day following 11-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-125	124-102	124-008
R3	124-077	124-054	123-315
R2	124-029	124-029	123-311
R1	124-006	124-006	123-306	123-314
PP	123-301	123-301	123-301	123-295
S1	123-278	123-278	123-298	123-266
S2	123-253	123-253	123-293
S3	123-205	123-230	123-289
S4	123-157	123-182	123-276

Weekly Pivots for week ending 08-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-131	125-069	124-090
R3	124-288	124-226	124-045
R2	124-125	124-125	124-030
R1	124-063	124-063	124-015	124-094
PP	123-282	123-282	123-282	123-298
S1	123-220	123-220	123-305	123-251
S2	123-119	123-119	123-290
S3	122-276	123-057	123-275
S4	122-113	122-214	123-230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-025	123-237	0-108	0.3%	0-067	0.2%	60%	False	False	522,038
10	124-025	123-167	0-178	0.4%	0-082	0.2%	76%	False	False	686,139
20	124-107	123-162	0-265	0.7%	0-079	0.2%	53%	False	False	612,351
40	124-207	123-162	1-045	0.9%	0-075	0.2%	38%	False	False	538,690
60	124-265	123-162	1-103	1.1%	0-066	0.2%	33%	False	False	468,854
80	124-265	123-160	1-105	1.1%	0-059	0.1%	33%	False	False	351,935
100	124-265	123-160	1-105	1.1%	0-048	0.1%	33%	False	False	281,551

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	124-209
2.618	124-131
1.618	124-083
1.000	124-053
0.618	124-035
HIGH	124-005
0.618	123-307
0.500	123-301
0.382	123-295
LOW	123-277
0.618	123-247
1.000	123-229
1.618	123-199
2.618	123-151
4.250	123-073

Fisher Pivots for day following 11-Feb-2013
Pivot	1 day	3 day
R1	123-302	123-308
PP	123-301	123-306
S1	123-301	123-304

Download as Excel Spreadsheet

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

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