ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 123-170 123-160 -0-010 0.0% 123-060
High 123-190 123-170 -0-020 -0.1% 123-190
Low 123-120 123-130 0-010 0.0% 123-050
Close 123-170 123-150 -0-020 -0.1% 123-170
Range 0-070 0-040 -0-030 -42.9% 0-140
ATR 0-051 0-050 -0-001 -1.5% 0-000
Volume 10,822 6,276 -4,546 -42.0% 54,466
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 123-270 123-250 123-172
R3 123-230 123-210 123-161
R2 123-190 123-190 123-157
R1 123-170 123-170 123-154 123-160
PP 123-150 123-150 123-150 123-145
S1 123-130 123-130 123-146 123-120
S2 123-110 123-110 123-143
S3 123-070 123-090 123-139
S4 123-030 123-050 123-128
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-237 124-183 123-247
R3 124-097 124-043 123-208
R2 123-277 123-277 123-196
R1 123-223 123-223 123-183 123-250
PP 123-137 123-137 123-137 123-150
S1 123-083 123-083 123-157 123-110
S2 122-317 122-317 123-144
S3 122-177 122-263 123-132
S4 122-037 122-123 123-093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-190 123-090 0-100 0.3% 0-054 0.1% 60% False False 8,375
10 123-190 123-040 0-150 0.4% 0-052 0.1% 73% False False 7,569
20 123-280 123-020 0-260 0.7% 0-043 0.1% 50% False False 4,266
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-020
2.618 123-275
1.618 123-235
1.000 123-210
0.618 123-195
HIGH 123-170
0.618 123-155
0.500 123-150
0.382 123-145
LOW 123-130
0.618 123-105
1.000 123-090
1.618 123-065
2.618 123-025
4.250 122-280
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 123-150 123-155
PP 123-150 123-153
S1 123-150 123-152

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

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