ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 123-090 123-080 -0-010 0.0% 123-160
High 123-140 123-130 -0-010 0.0% 123-170
Low 123-080 123-060 -0-020 -0.1% 123-040
Close 123-090 123-120 0-030 0.1% 123-110
Range 0-060 0-070 0-010 16.7% 0-130
ATR 0-054 0-055 0-001 2.2% 0-000
Volume 11,387 18,438 7,051 61.9% 44,376
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 123-313 123-287 123-158
R3 123-243 123-217 123-139
R2 123-173 123-173 123-133
R1 123-147 123-147 123-126 123-160
PP 123-103 123-103 123-103 123-110
S1 123-077 123-077 123-114 123-090
S2 123-033 123-033 123-107
S3 122-283 123-007 123-101
S4 122-213 122-257 123-082
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-177 124-113 123-182
R3 124-047 123-303 123-146
R2 123-237 123-237 123-134
R1 123-173 123-173 123-122 123-140
PP 123-107 123-107 123-107 123-090
S1 123-043 123-043 123-098 123-010
S2 122-297 122-297 123-086
S3 122-167 122-233 123-074
S4 122-037 122-103 123-038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-140 123-040 0-100 0.3% 0-064 0.2% 80% False False 12,785
10 123-190 123-040 0-150 0.4% 0-058 0.1% 53% False False 10,698
20 123-270 123-020 0-250 0.6% 0-055 0.1% 40% False False 7,531
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 0-008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-108
2.618 123-313
1.618 123-243
1.000 123-200
0.618 123-173
HIGH 123-130
0.618 123-103
0.500 123-095
0.382 123-087
LOW 123-060
0.618 123-017
1.000 122-310
1.618 122-267
2.618 122-197
4.250 122-082
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 123-112 123-113
PP 123-103 123-107
S1 123-095 123-100

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

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