ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 123-157 123-180 0-023 0.1% 123-090
High 123-187 123-297 0-110 0.3% 123-190
Low 123-137 123-152 0-015 0.0% 123-060
Close 123-185 123-267 0-082 0.2% 123-185
Range 0-050 0-145 0-095 190.0% 0-130
ATR 0-056 0-063 0-006 11.3% 0-000
Volume 350,203 788,333 438,130 125.1% 449,817
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 125-034 124-295 124-027
R3 124-209 124-150 123-307
R2 124-064 124-064 123-294
R1 124-005 124-005 123-280 124-034
PP 123-239 123-239 123-239 123-253
S1 123-180 123-180 123-254 123-210
S2 123-094 123-094 123-240
S3 122-269 123-035 123-227
S4 122-124 122-210 123-187
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
5 123-297 123-060 0-237 0.6% 0-081 0.2% 87% True False 247,630
10 123-297 123-040 0-257 0.6% 0-066 0.2% 88% True False 128,252
20 123-297 123-020 0-277 0.7% 0-061 0.2% 89% True False 67,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 125-273
2.618 125-037
1.618 124-212
1.000 124-122
0.618 124-067
HIGH 123-297
0.618 123-242
0.500 123-224
0.382 123-207
LOW 123-152
0.618 123-062
1.000 123-007
1.618 122-237
2.618 122-092
4.250 121-176
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 123-253 123-246
PP 123-239 123-225
S1 123-224 123-204

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

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