ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 123-110 123-157 0-047 0.1% 123-090
High 123-190 123-187 -0-003 0.0% 123-190
Low 123-110 123-137 0-027 0.1% 123-060
Close 123-160 123-185 0-025 0.1% 123-185
Range 0-080 0-050 -0-030 -37.5% 0-130
ATR 0-057 0-056 0-000 -0.8% 0-000
Volume 69,789 350,203 280,414 401.8% 449,817
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-000 123-302 123-212
R3 123-270 123-252 123-199
R2 123-220 123-220 123-194
R1 123-202 123-202 123-190 123-211
PP 123-170 123-170 123-170 123-174
S1 123-152 123-152 123-180 123-161
S2 123-120 123-120 123-176
S3 123-070 123-102 123-171
S4 123-020 123-052 123-158
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-215 124-170 123-256
R3 124-085 124-040 123-221
R2 123-275 123-275 123-209
R1 123-230 123-230 123-197 123-252
PP 123-145 123-145 123-145 123-156
S1 123-100 123-100 123-173 123-122
S2 123-015 123-015 123-161
S3 122-205 122-290 123-149
S4 122-075 122-160 123-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-190 123-060 0-130 0.3% 0-062 0.2% 96% False False 92,026
10 123-190 123-040 0-150 0.4% 0-059 0.1% 97% False False 50,501
20 123-210 123-020 0-190 0.5% 0-060 0.2% 87% False False 28,403
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 0-008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-080
2.618 123-318
1.618 123-268
1.000 123-237
0.618 123-218
HIGH 123-187
0.618 123-168
0.500 123-162
0.382 123-156
LOW 123-137
0.618 123-106
1.000 123-087
1.618 123-056
2.618 123-006
4.250 122-244
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 123-177 123-165
PP 123-170 123-145
S1 123-162 123-125

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

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