ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 123-285 123-292 0-007 0.0% 123-090
High 124-007 124-017 0-010 0.0% 123-190
Low 123-270 123-287 0-017 0.0% 123-060
Close 123-295 123-295 0-000 0.0% 123-185
Range 0-057 0-050 -0-007 -12.3% 0-130
ATR 0-062 0-061 -0-001 -1.4% 0-000
Volume 1,134,322 858,691 -275,631 -24.3% 449,817
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-136 124-106 124-002
R3 124-086 124-056 123-309
R2 124-036 124-036 123-304
R1 124-006 124-006 123-300 124-021
PP 123-306 123-306 123-306 123-314
S1 123-276 123-276 123-290 123-291
S2 123-256 123-256 123-286
S3 123-206 123-226 123-281
S4 123-156 123-176 123-268
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
5 124-017 123-110 0-227 0.6% 0-076 0.2% 81% True False 640,267
10 124-017 123-040 0-297 0.7% 0-070 0.2% 86% True False 326,526
20 124-017 123-040 0-297 0.7% 0-062 0.2% 86% True False 167,128
40 124-017 123-020 0-317 0.8% 0-040 0.1% 87% True False 83,893
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-230
2.618 124-148
1.618 124-098
1.000 124-067
0.618 124-048
HIGH 124-017
0.618 123-318
0.500 123-312
0.382 123-306
LOW 123-287
0.618 123-256
1.000 123-237
1.618 123-206
2.618 123-156
4.250 123-074
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 123-312 123-278
PP 123-306 123-261
S1 123-301 123-244

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

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