ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 123-150 123-060 -0-090 -0.2% 123-090
High 123-150 123-140 -0-010 0.0% 123-150
Low 123-070 123-050 -0-020 -0.1% 123-020
Close 123-090 123-140 0-050 0.1% 123-090
Range 0-080 0-090 0-010 12.5% 0-130
ATR 0-043 0-047 0-003 7.7% 0-000
Volume 2,170 18,863 16,693 769.3% 17,545
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-060 124-030 123-190
R3 123-290 123-260 123-165
R2 123-200 123-200 123-156
R1 123-170 123-170 123-148 123-185
PP 123-110 123-110 123-110 123-118
S1 123-080 123-080 123-132 123-095
S2 123-020 123-020 123-124
S3 122-250 122-310 123-115
S4 122-160 122-220 123-090
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-157 124-093 123-162
R3 124-027 123-283 123-126
R2 123-217 123-217 123-114
R1 123-153 123-153 123-102 123-155
PP 123-087 123-087 123-087 123-088
S1 123-023 123-023 123-078 123-025
S2 122-277 122-277 123-066
S3 122-147 122-213 123-054
S4 122-017 122-083 123-018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-150 123-040 0-110 0.3% 0-050 0.1% 91% False False 6,762
10 123-270 123-020 0-250 0.6% 0-053 0.1% 48% False False 4,103
20 123-280 123-020 0-260 0.7% 0-030 0.1% 46% False False 2,221
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 0-004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-202
2.618 124-056
1.618 123-286
1.000 123-230
0.618 123-196
HIGH 123-140
0.618 123-106
0.500 123-095
0.382 123-084
LOW 123-050
0.618 122-314
1.000 122-280
1.618 122-224
2.618 122-134
4.250 121-308
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 123-125 123-127
PP 123-110 123-113
S1 123-095 123-100

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

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