ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 123-292 123-252 -0-040 -0.1% 123-180
High 123-300 123-267 -0-033 -0.1% 124-042
Low 123-242 123-165 -0-077 -0.2% 123-152
Close 123-250 123-172 -0-078 -0.2% 124-025
Range 0-058 0-102 0-044 75.9% 0-210
ATR 0-059 0-062 0-003 5.2% 0-000
Volume 466,294 606,490 140,196 30.1% 4,192,051
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-187 124-122 123-228
R3 124-085 124-020 123-200
R2 123-303 123-303 123-191
R1 123-238 123-238 123-181 123-220
PP 123-201 123-201 123-201 123-192
S1 123-136 123-136 123-163 123-118
S2 123-099 123-099 123-153
S3 122-317 123-034 123-144
S4 122-215 122-252 123-116
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
5 124-055 123-165 0-210 0.5% 0-064 0.2% 3% False True 506,926
10 124-055 123-137 0-238 0.6% 0-067 0.2% 15% False False 645,821
20 124-055 123-040 1-015 0.8% 0-064 0.2% 39% False False 331,320
40 124-055 123-020 1-035 0.9% 0-050 0.1% 43% False False 167,053
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 0-013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 125-060
2.618 124-214
1.618 124-112
1.000 124-049
0.618 124-010
HIGH 123-267
0.618 123-228
0.500 123-216
0.382 123-204
LOW 123-165
0.618 123-102
1.000 123-063
1.618 123-000
2.618 122-218
4.250 122-052
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 123-216 123-250
PP 123-201 123-224
S1 123-187 123-198

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

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