ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 20-Feb-2013

Day Change Summary
	Previous	Current
	19-Feb-2013	20-Feb-2013	Change	Change %	Previous Week
Open	123-257	123-235	-0-022	-0.1%	123-317
High	123-285	123-277	-0-008	0.0%	124-005
Low	123-232	123-217	-0-015	0.0%	123-192
Close	123-240	123-265	0-025	0.1%	123-262
Range	0-053	0-060	0-007	13.2%	0-133
ATR	0-075	0-074	-0-001	-1.4%	0-000
Volume	460,263	743,889	283,626	61.6%	2,751,243

Daily Pivots for day following 20-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-113	124-089	123-298
R3	124-053	124-029	123-282
R2	123-313	123-313	123-276
R1	123-289	123-289	123-270	123-301
PP	123-253	123-253	123-253	123-259
S1	123-229	123-229	123-260	123-241
S2	123-193	123-193	123-254
S3	123-133	123-169	123-248
S4	123-073	123-109	123-232

Weekly Pivots for week ending 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-019	124-273	124-015
R3	124-206	124-140	123-299
R2	124-073	124-073	123-286
R1	124-007	124-007	123-274	123-294
PP	123-260	123-260	123-260	123-243
S1	123-194	123-194	123-250	123-160
S2	123-127	123-127	123-238
S3	122-314	123-061	123-225
S4	122-181	122-248	123-189

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-300	123-192	0-108	0.3%	0-070	0.2%	68%	False	False	620,716
10	124-025	123-192	0-153	0.4%	0-067	0.2%	48%	False	False	568,165
20	124-102	123-162	0-260	0.7%	0-079	0.2%	40%	False	False	652,768
40	124-147	123-162	0-305	0.8%	0-074	0.2%	34%	False	False	542,835
60	124-265	123-162	1-103	1.1%	0-068	0.2%	24%	False	False	525,594
80	124-265	123-160	1-105	1.1%	0-063	0.2%	25%	False	False	397,089
100	124-265	123-160	1-105	1.1%	0-052	0.1%	25%	False	False	317,676

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-212
2.618	124-114
1.618	124-054
1.000	124-017
0.618	123-314
HIGH	123-277
0.618	123-254
0.500	123-247
0.382	123-240
LOW	123-217
0.618	123-180
1.000	123-157
1.618	123-120
2.618	123-060
4.250	122-282

Fisher Pivots for day following 20-Feb-2013
Pivot	1 day	3 day
R1	123-259	123-263
PP	123-253	123-261
S1	123-247	123-258

Download as Excel Spreadsheet

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

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