ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 13-Feb-2013

Day Change Summary
	Previous	Current
	12-Feb-2013	13-Feb-2013	Change	Change %	Previous Week
Open	123-290	123-260	-0-030	-0.1%	123-235
High	123-305	123-270	-0-035	-0.1%	124-025
Low	123-250	123-192	-0-058	-0.1%	123-182
Close	123-260	123-210	-0-050	-0.1%	124-000
Range	0-055	0-078	0-023	41.8%	0-163
ATR	0-076	0-076	0-000	0.2%	0-000
Volume	509,072	640,235	131,163	25.8%	2,959,635

Daily Pivots for day following 13-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-138	124-092	123-253
R3	124-060	124-014	123-231
R2	123-302	123-302	123-224
R1	123-256	123-256	123-217	123-240
PP	123-224	123-224	123-224	123-216
S1	123-178	123-178	123-203	123-162
S2	123-146	123-146	123-196
S3	123-068	123-100	123-189
S4	122-310	123-022	123-167

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	123-192	0-153	0.4%	0-066	0.2%	12%	False	True	519,303
10	124-025	123-182	0-163	0.4%	0-081	0.2%	17%	False	False	640,915
20	124-107	123-162	0-265	0.7%	0-080	0.2%	18%	False	False	625,933
40	124-147	123-162	0-305	0.8%	0-074	0.2%	16%	False	False	537,686
60	124-265	123-162	1-103	1.1%	0-067	0.2%	11%	False	False	487,571
80	124-265	123-160	1-105	1.1%	0-060	0.2%	12%	False	False	366,301
100	124-265	123-160	1-105	1.1%	0-049	0.1%	12%	False	False	293,043

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	0-021
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	124-282
2.618	124-154
1.618	124-076
1.000	124-028
0.618	123-318
HIGH	123-270
0.618	123-240
0.500	123-231
0.382	123-222
LOW	123-192
0.618	123-144
1.000	123-114
1.618	123-066
2.618	122-308
4.250	122-180

Fisher Pivots for day following 13-Feb-2013
Pivot	1 day	3 day
R1	123-231	123-258
PP	123-224	123-242
S1	123-217	123-226

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols