ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 15-Mar-2013

Day Change Summary
	Previous	Current
	14-Mar-2013	15-Mar-2013	Change	Change %	Previous Week
Open	123-277	123-272	-0-005	0.0%	123-270
High	123-292	124-040	0-068	0.2%	124-040
Low	123-237	123-262	0-025	0.1%	123-237
Close	123-280	124-022	0-062	0.2%	124-022
Range	0-055	0-098	0-043	78.2%	0-123
ATR	0-064	0-067	0-002	3.7%	0-000
Volume	5,763	15,742	9,979	173.2%	59,646

Daily Pivots for day following 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-295	124-257	124-076
R3	124-197	124-159	124-049
R2	124-099	124-099	124-040
R1	124-061	124-061	124-031	124-080
PP	124-001	124-001	124-001	124-011
S1	123-283	123-283	124-013	123-302
S2	123-223	123-223	124-004
S3	123-125	123-185	123-315
S4	123-027	123-087	123-288

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-042	124-315	124-090
R3	124-239	124-192	124-056
R2	124-116	124-116	124-045
R1	124-069	124-069	124-033	124-092
PP	123-313	123-313	123-313	124-005
S1	123-266	123-266	124-011	123-290
S2	123-190	123-190	123-319
S3	123-067	123-143	123-308
S4	122-264	123-020	123-274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-040	123-237	0-123	0.3%	0-056	0.1%	85%	True	False	11,929
10	124-172	123-210	0-282	0.7%	0-062	0.2%	47%	False	False	32,952
20	124-172	123-210	0-282	0.7%	0-064	0.2%	47%	False	False	431,009
40	124-172	123-162	1-010	0.8%	0-073	0.2%	55%	False	False	537,015
60	124-172	123-162	1-010	0.8%	0-071	0.2%	55%	False	False	507,009
80	124-265	123-162	1-103	1.1%	0-066	0.2%	43%	False	False	482,510
100	124-265	123-160	1-105	1.1%	0-061	0.2%	43%	False	False	386,680
120	124-265	123-160	1-105	1.1%	0-053	0.1%	43%	False	False	322,235

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-136
2.618	124-297
1.618	124-199
1.000	124-138
0.618	124-101
HIGH	124-040
0.618	124-003
0.500	123-311
0.382	123-299
LOW	123-262
0.618	123-201
1.000	123-164
1.618	123-103
2.618	123-005
4.250	122-166

Fisher Pivots for day following 15-Mar-2013
Pivot	1 day	3 day
R1	124-012	124-008
PP	124-001	123-313
S1	123-311	123-298

Download as Excel Spreadsheet

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

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