ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 12-Feb-2013

Day Change Summary
	Previous	Current
	11-Feb-2013	12-Feb-2013	Change	Change %	Previous Week
Open	123-317	123-290	-0-027	-0.1%	123-235
High	124-005	123-305	-0-020	-0.1%	124-025
Low	123-277	123-250	-0-027	-0.1%	123-182
Close	123-302	123-260	-0-042	-0.1%	124-000
Range	0-048	0-055	0-007	14.6%	0-163
ATR	0-078	0-076	-0-002	-2.1%	0-000
Volume	342,741	509,072	166,331	48.5%	2,959,635

Daily Pivots for day following 12-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-117	124-083	123-290
R3	124-062	124-028	123-275
R2	124-007	124-007	123-270
R1	123-293	123-293	123-265	123-282
PP	123-272	123-272	123-272	123-266
S1	123-238	123-238	123-255	123-228
S2	123-217	123-217	123-250
S3	123-162	123-183	123-245
S4	123-107	123-128	123-230

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	123-250	0-095	0.2%	0-063	0.2%	11%	False	True	515,615
10	124-025	123-167	0-178	0.4%	0-082	0.2%	52%	False	False	663,359
20	124-107	123-162	0-265	0.7%	0-079	0.2%	37%	False	False	617,293
40	124-147	123-162	0-305	0.8%	0-074	0.2%	32%	False	False	533,426
60	124-265	123-162	1-103	1.1%	0-066	0.2%	23%	False	False	476,981
80	124-265	123-160	1-105	1.1%	0-060	0.2%	24%	False	False	358,298
100	124-265	123-160	1-105	1.1%	0-049	0.1%	24%	False	False	286,641

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-219
2.618	124-129
1.618	124-074
1.000	124-040
0.618	124-019
HIGH	123-305
0.618	123-284
0.500	123-278
0.382	123-271
LOW	123-250
0.618	123-216
1.000	123-195
1.618	123-161
2.618	123-106
4.250	123-016

Fisher Pivots for day following 12-Feb-2013
Pivot	1 day	3 day
R1	123-278	123-298
PP	123-272	123-285
S1	123-266	123-272

Download as Excel Spreadsheet

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

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