ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 124-000 124-037 0-037 0.1% 123-180
High 124-042 124-055 0-013 0.0% 124-042
Low 123-310 124-000 0-010 0.0% 123-152
Close 124-025 124-002 -0-023 -0.1% 124-025
Range 0-052 0-055 0-003 5.8% 0-210
ATR 0-060 0-060 0-000 -0.6% 0-000
Volume 618,666 406,146 -212,520 -34.4% 4,192,051
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-184 124-148 124-032
R3 124-129 124-093 124-017
R2 124-074 124-074 124-012
R1 124-038 124-038 124-007 124-028
PP 124-019 124-019 124-019 124-014
S1 123-303 123-303 123-317 123-294
S2 123-284 123-284 123-312
S3 123-229 123-248 123-307
S4 123-174 123-193 123-292
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 125-276 125-201 124-140
R3 125-066 124-311 124-083
R2 124-176 124-176 124-064
R1 124-101 124-101 124-044 124-138
PP 123-286 123-286 123-286 123-305
S1 123-211 123-211 124-006 123-248
S2 123-076 123-076 123-306
S3 122-186 123-001 123-287
S4 121-296 122-111 123-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-055 123-270 0-105 0.3% 0-052 0.1% 50% True False 761,972
10 124-055 123-060 0-315 0.8% 0-067 0.2% 83% True False 504,801
20 124-055 123-040 1-015 0.8% 0-062 0.2% 84% True False 257,342
40 124-055 123-020 1-035 0.9% 0-044 0.1% 85% True False 129,314
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 0-013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-289
2.618 124-199
1.618 124-144
1.000 124-110
0.618 124-089
HIGH 124-055
0.618 124-034
0.500 124-028
0.382 124-021
LOW 124-000
0.618 123-286
1.000 123-265
1.618 123-231
2.618 123-176
4.250 123-086
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 124-028 124-011
PP 124-019 124-008
S1 124-010 124-005

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

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