ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 13-Mar-2013

Day Change Summary
	Previous	Current
	12-Mar-2013	13-Mar-2013	Change	Change %	Previous Week
Open	123-250	123-287	0-037	0.1%	124-157
High	123-295	123-310	0-015	0.0%	124-172
Low	123-247	123-260	0-013	0.0%	123-210
Close	123-290	123-282	-0-008	0.0%	123-255
Range	0-048	0-050	0-002	4.2%	0-282
ATR	0-066	0-065	-0-001	-1.8%	0-000
Volume	8,394	21,204	12,810	152.6%	269,879

Daily Pivots for day following 13-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-114	124-088	123-310
R3	124-064	124-038	123-296
R2	124-014	124-014	123-291
R1	123-308	123-308	123-287	123-296
PP	123-284	123-284	123-284	123-278
S1	123-258	123-258	123-277	123-246
S2	123-234	123-234	123-273
S3	123-184	123-208	123-268
S4	123-134	123-158	123-254

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-205	126-032	124-090
R3	125-243	125-070	124-013
R2	124-281	124-281	123-307
R1	124-108	124-108	123-281	124-054
PP	123-319	123-319	123-319	123-292
S1	123-146	123-146	123-229	123-092
S2	123-037	123-037	123-203
S3	122-075	122-184	123-177
S4	121-113	121-222	123-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-072	123-210	0-182	0.5%	0-065	0.2%	40%	False	False	17,444
10	124-172	123-210	0-282	0.7%	0-057	0.1%	26%	False	False	72,432
20	124-172	123-192	0-300	0.8%	0-065	0.2%	30%	False	False	499,133
40	124-172	123-162	1-010	0.8%	0-072	0.2%	36%	False	False	558,213
60	124-172	123-162	1-010	0.8%	0-071	0.2%	36%	False	False	521,995
80	124-265	123-162	1-103	1.1%	0-066	0.2%	28%	False	False	482,519
100	124-265	123-160	1-105	1.1%	0-061	0.2%	29%	False	False	386,465
120	124-265	123-160	1-105	1.1%	0-051	0.1%	29%	False	False	322,056

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	0-009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-202
2.618	124-121
1.618	124-071
1.000	124-040
0.618	124-021
HIGH	123-310
0.618	123-291
0.500	123-285
0.382	123-279
LOW	123-260
0.618	123-229
1.000	123-210
1.618	123-179
2.618	123-129
4.250	123-048

Fisher Pivots for day following 13-Mar-2013
Pivot	1 day	3 day
R1	123-285	123-281
PP	123-284	123-280
S1	123-283	123-278

Download as Excel Spreadsheet

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

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