ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 123-080 123-110 0-030 0.1% 123-160
High 123-130 123-190 0-060 0.2% 123-170
Low 123-060 123-110 0-050 0.1% 123-040
Close 123-120 123-160 0-040 0.1% 123-110
Range 0-070 0-080 0-010 14.3% 0-130
ATR 0-055 0-057 0-002 3.3% 0-000
Volume 18,438 69,789 51,351 278.5% 44,376
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-073 124-037 123-204
R3 123-313 123-277 123-182
R2 123-233 123-233 123-175
R1 123-197 123-197 123-167 123-215
PP 123-153 123-153 123-153 123-162
S1 123-117 123-117 123-153 123-135
S2 123-073 123-073 123-145
S3 122-313 123-037 123-138
S4 122-233 122-277 123-116
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
5 123-190 123-050 0-140 0.4% 0-068 0.2% 79% True False 24,300
10 123-190 123-040 0-150 0.4% 0-060 0.2% 80% True False 16,819
20 123-270 123-020 0-250 0.6% 0-058 0.1% 56% False False 11,003
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 124-210
2.618 124-079
1.618 123-319
1.000 123-270
0.618 123-239
HIGH 123-190
0.618 123-159
0.500 123-150
0.382 123-141
LOW 123-110
0.618 123-061
1.000 123-030
1.618 122-301
2.618 122-221
4.250 122-090
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 123-157 123-148
PP 123-153 123-137
S1 123-150 123-125

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

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