ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 06-Mar-2013

Day Change Summary
	Previous	Current
	05-Mar-2013	06-Mar-2013	Change	Change %	Previous Week
Open	124-132	124-095	-0-037	-0.1%	124-002
High	124-132	124-105	-0-027	-0.1%	124-167
Low	124-090	124-055	-0-035	-0.1%	123-295
Close	124-102	124-062	-0-040	-0.1%	124-145
Range	0-042	0-050	0-008	19.0%	0-192
ATR	0-067	0-066	-0-001	-1.8%	0-000
Volume	81,383	43,887	-37,496	-46.1%	4,875,157

Daily Pivots for day following 06-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-224	124-193	124-090
R3	124-174	124-143	124-076
R2	124-124	124-124	124-071
R1	124-093	124-093	124-067	124-084
PP	124-074	124-074	124-074	124-069
S1	124-043	124-043	124-057	124-034
S2	124-024	124-024	124-053
S3	123-294	123-313	124-048
S4	123-244	123-263	124-034

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	124-055	0-117	0.3%	0-048	0.1%	6%	False	True	127,421
10	124-172	123-260	0-232	0.6%	0-062	0.2%	53%	False	False	679,185
20	124-172	123-192	0-300	0.8%	0-064	0.2%	63%	False	False	623,675
40	124-172	123-162	1-010	0.8%	0-071	0.2%	67%	False	False	619,521
60	124-265	123-162	1-103	1.1%	0-071	0.2%	52%	False	False	561,080
80	124-265	123-162	1-103	1.1%	0-064	0.2%	52%	False	False	481,917
100	124-265	123-160	1-105	1.1%	0-058	0.1%	52%	False	False	385,593
120	124-265	123-160	1-105	1.1%	0-049	0.1%	52%	False	False	321,331

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-318
2.618	124-236
1.618	124-186
1.000	124-155
0.618	124-136
HIGH	124-105
0.618	124-086
0.500	124-080
0.382	124-074
LOW	124-055
0.618	124-024
1.000	124-005
1.618	123-294
2.618	123-244
4.250	123-162

Fisher Pivots for day following 06-Mar-2013
Pivot	1 day	3 day
R1	124-080	124-114
PP	124-074	124-096
S1	124-068	124-079

Download as Excel Spreadsheet

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

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