ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 123-277 123-307 0-030 0.1% 123-257
High 124-020 124-012 -0-008 0.0% 124-020
Low 123-260 123-285 0-025 0.1% 123-217
Close 123-310 124-010 0-020 0.1% 124-010
Range 0-080 0-047 -0-033 -41.3% 0-123
ATR 0-074 0-072 -0-002 -2.6% 0-000
Volume 826,532 869,369 42,837 5.2% 2,900,053
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-137 124-120 124-036
R3 124-090 124-073 124-023
R2 124-043 124-043 124-019
R1 124-026 124-026 124-014 124-034
PP 123-316 123-316 123-316 124-000
S1 123-299 123-299 124-006 123-308
S2 123-269 123-269 124-001
S3 123-222 123-252 123-317
S4 123-175 123-205 123-304
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 125-025 124-300 124-078
R3 124-222 124-177 124-044
R2 124-099 124-099 124-033
R1 124-054 124-054 124-021 124-076
PP 123-296 123-296 123-296 123-307
S1 123-251 123-251 123-319 123-274
S2 123-173 123-173 123-307
S3 123-050 123-128 123-296
S4 122-247 123-005 123-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-020 123-217 0-123 0.3% 0-063 0.2% 92% False False 683,100
10 124-025 123-192 0-153 0.4% 0-065 0.2% 90% False False 610,583
20 124-050 123-162 0-208 0.5% 0-079 0.2% 81% False False 689,042
40 124-147 123-162 0-305 0.8% 0-074 0.2% 55% False False 572,913
60 124-265 123-162 1-103 1.1% 0-069 0.2% 40% False False 546,524
80 124-265 123-162 1-103 1.1% 0-063 0.2% 40% False False 418,277
100 124-265 123-160 1-105 1.1% 0-053 0.1% 40% False False 334,635
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 124-212
2.618 124-135
1.618 124-088
1.000 124-059
0.618 124-041
HIGH 124-012
0.618 123-314
0.500 123-308
0.382 123-303
LOW 123-285
0.618 123-256
1.000 123-238
1.618 123-209
2.618 123-162
4.250 123-085
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 124-003 123-313
PP 123-316 123-296
S1 123-308 123-278

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

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