ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 123-130 123-100 -0-030 -0.1% 123-090
High 123-130 123-160 0-030 0.1% 123-150
Low 123-090 123-100 0-010 0.0% 123-020
Close 123-090 123-150 0-060 0.2% 123-090
Range 0-040 0-060 0-020 50.0% 0-130
ATR 0-047 0-048 0-002 3.5% 0-000
Volume 2,819 8,580 5,761 204.4% 17,545
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 123-317 123-293 123-183
R3 123-257 123-233 123-166
R2 123-197 123-197 123-161
R1 123-173 123-173 123-156 123-185
PP 123-137 123-137 123-137 123-142
S1 123-113 123-113 123-144 123-125
S2 123-077 123-077 123-139
S3 123-017 123-053 123-134
S4 122-277 122-313 123-117
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
5 123-160 123-050 0-110 0.3% 0-060 0.2% 91% True False 8,324
10 123-270 123-020 0-250 0.6% 0-057 0.1% 52% False False 5,187
20 123-280 123-020 0-260 0.7% 0-036 0.1% 50% False False 2,785
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 0-004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-095
2.618 123-317
1.618 123-257
1.000 123-220
0.618 123-197
HIGH 123-160
0.618 123-137
0.500 123-130
0.382 123-123
LOW 123-100
0.618 123-063
1.000 123-040
1.618 123-003
2.618 122-263
4.250 122-165
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 123-143 123-135
PP 123-137 123-120
S1 123-130 123-105

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

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