ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 25-Feb-2013

Day Change Summary
	Previous	Current
	22-Feb-2013	25-Feb-2013	Change	Change %	Previous Week
Open	123-307	124-002	0-015	0.0%	123-257
High	124-012	124-117	0-105	0.3%	124-020
Low	123-285	123-295	0-010	0.0%	123-217
Close	124-010	124-087	0-077	0.2%	124-010
Range	0-047	0-142	0-095	202.1%	0-123
ATR	0-072	0-077	0-005	6.9%	0-000
Volume	869,369	1,598,205	728,836	83.8%	2,900,053

Daily Pivots for day following 25-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-166	125-108	124-165
R3	125-024	124-286	124-126
R2	124-202	124-202	124-113
R1	124-144	124-144	124-100	124-173
PP	124-060	124-060	124-060	124-074
S1	124-002	124-002	124-074	124-031
S2	123-238	123-238	124-061
S3	123-096	123-180	124-048
S4	122-274	123-038	124-009

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	124-117	123-217	0-220	0.6%	0-076	0.2%	86%	True	False	899,651
10	124-117	123-192	0-245	0.6%	0-072	0.2%	88%	True	False	724,950
20	124-117	123-162	0-275	0.7%	0-079	0.2%	89%	True	False	726,613
40	124-147	123-162	0-305	0.8%	0-077	0.2%	80%	False	False	610,148
60	124-265	123-162	1-103	1.1%	0-070	0.2%	58%	False	False	562,583
80	124-265	123-162	1-103	1.1%	0-064	0.2%	58%	False	False	438,251
100	124-265	123-160	1-105	1.1%	0-055	0.1%	58%	False	False	350,616

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	0-017
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	126-080
2.618	125-169
1.618	125-027
1.000	124-259
0.618	124-205
HIGH	124-117
0.618	124-063
0.500	124-046
0.382	124-029
LOW	123-295
0.618	123-207
1.000	123-153
1.618	123-065
2.618	122-243
4.250	122-012

Fisher Pivots for day following 25-Feb-2013
Pivot	1 day	3 day
R1	124-073	124-068
PP	124-060	124-048
S1	124-046	124-028

Download as Excel Spreadsheet

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

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