ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 13-Feb-2013
Day Change Summary
Previous Current
12-Feb-2013 13-Feb-2013 Change Change % Previous Week
Open 123-130 123-100 -0-030 -0.1% 123-060
High 123-130 123-100 -0-030 -0.1% 123-190
Low 123-100 123-040 -0-060 -0.2% 123-050
Close 123-110 123-050 -0-060 -0.2% 123-170
Range 0-030 0-060 0-030 100.0% 0-140
ATR 0-050 0-051 0-001 2.9% 0-000
Volume 3,997 12,214 8,217 205.6% 54,466
Daily Pivots for day following 13-Feb-2013
Classic Woodie Camarilla DeMark
R4 123-243 123-207 123-083
R3 123-183 123-147 123-066
R2 123-123 123-123 123-061
R1 123-087 123-087 123-056 123-075
PP 123-063 123-063 123-063 123-058
S1 123-027 123-027 123-044 123-015
S2 123-003 123-003 123-039
S3 122-263 122-287 123-034
S4 122-203 122-227 123-017
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
5 123-190 123-040 0-150 0.4% 0-052 0.1% 7% False True 9,338
10 123-190 123-040 0-150 0.4% 0-056 0.1% 7% False True 8,831
20 123-280 123-020 0-260 0.7% 0-048 0.1% 12% False False 5,066
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 0-006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-035
2.618 123-257
1.618 123-197
1.000 123-160
0.618 123-137
HIGH 123-100
0.618 123-077
0.500 123-070
0.382 123-063
LOW 123-040
0.618 123-003
1.000 122-300
1.618 122-263
2.618 122-203
4.250 122-105
Fisher Pivots for day following 13-Feb-2013
Pivot 1 day 3 day
R1 123-070 123-105
PP 123-063 123-087
S1 123-057 123-068

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

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