ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 123-292 123-290 -0-002 0.0% 123-090
High 124-017 124-015 -0-002 0.0% 123-190
Low 123-287 123-287 0-000 0.0% 123-060
Close 123-295 123-315 0-020 0.1% 123-185
Range 0-050 0-048 -0-002 -4.0% 0-130
ATR 0-061 0-061 -0-001 -1.6% 0-000
Volume 858,691 792,039 -66,652 -7.8% 449,817
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-136 124-114 124-021
R3 124-088 124-066 124-008
R2 124-040 124-040 124-004
R1 124-018 124-018 123-319 124-029
PP 123-312 123-312 123-312 123-318
S1 123-290 123-290 123-311 123-301
S2 123-264 123-264 123-306
S3 123-216 123-242 123-302
S4 123-168 123-194 123-289
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
5 124-017 123-137 0-200 0.5% 0-070 0.2% 89% False False 784,717
10 124-017 123-050 0-287 0.7% 0-069 0.2% 92% False False 404,509
20 124-017 123-040 0-297 0.7% 0-062 0.2% 93% False False 206,670
40 124-017 123-020 0-317 0.8% 0-042 0.1% 93% False False 103,694
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 124-219
2.618 124-141
1.618 124-093
1.000 124-063
0.618 124-045
HIGH 124-015
0.618 123-317
0.500 123-311
0.382 123-305
LOW 123-287
0.618 123-257
1.000 123-239
1.618 123-209
2.618 123-161
4.250 123-083
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 123-314 123-311
PP 123-312 123-307
S1 123-311 123-304

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

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