ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 04-Mar-2013

Day Change Summary
	Previous	Current
	01-Mar-2013	04-Mar-2013	Change	Change %	Previous Week
Open	124-127	124-157	0-030	0.1%	124-002
High	124-167	124-172	0-005	0.0%	124-167
Low	124-117	124-120	0-003	0.0%	123-295
Close	124-145	124-125	-0-020	-0.1%	124-145
Range	0-050	0-052	0-002	4.0%	0-192
ATR	0-071	0-069	-0-001	-1.9%	0-000
Volume	136,774	95,529	-41,245	-30.2%	4,875,157

Daily Pivots for day following 04-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-295	124-262	124-154
R3	124-243	124-210	124-139
R2	124-191	124-191	124-135
R1	124-158	124-158	124-130	124-148
PP	124-139	124-139	124-139	124-134
S1	124-106	124-106	124-120	124-096
S2	124-087	124-087	124-115
S3	124-035	124-054	124-111
S4	123-303	124-002	124-096

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-032	125-280	124-251
R3	125-160	125-088	124-198
R2	124-288	124-288	124-180
R1	124-216	124-216	124-163	124-252
PP	124-096	124-096	124-096	124-114
S1	124-024	124-024	124-127	124-060
S2	123-224	123-224	124-110
S3	123-032	123-152	124-092
S4	122-160	122-280	124-039

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-172	124-085	0-087	0.2%	0-051	0.1%	46%	True	False	674,496
10	124-172	123-217	0-275	0.7%	0-064	0.2%	83%	True	False	787,073
20	124-172	123-182	0-310	0.8%	0-071	0.2%	85%	True	False	679,080
40	124-172	123-162	1-010	0.8%	0-072	0.2%	86%	True	False	643,444
60	124-265	123-162	1-103	1.1%	0-071	0.2%	67%	False	False	572,163
80	124-265	123-162	1-103	1.1%	0-064	0.2%	67%	False	False	480,390
100	124-265	123-160	1-105	1.1%	0-057	0.1%	67%	False	False	384,341
120	124-265	123-160	1-105	1.1%	0-048	0.1%	67%	False	False	320,287

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-073
2.618	124-308
1.618	124-256
1.000	124-224
0.618	124-204
HIGH	124-172
0.618	124-152
0.500	124-146
0.382	124-140
LOW	124-120
0.618	124-088
1.000	124-068
1.618	124-036
2.618	123-304
4.250	123-219

Fisher Pivots for day following 04-Mar-2013
Pivot	1 day	3 day
R1	124-146	124-134
PP	124-139	124-131
S1	124-132	124-128

Download as Excel Spreadsheet

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

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