ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 123-145 123-137 -0-008 0.0% 124-037
High 123-172 123-152 -0-020 -0.1% 124-055
Low 123-110 123-087 -0-023 -0.1% 123-060
Close 123-137 123-137 0-000 0.0% 123-107
Range 0-062 0-065 0-003 4.8% 0-315
ATR 0-065 0-065 0-000 0.1% 0-000
Volume 574,895 598,403 23,508 4.1% 2,823,239
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-000 123-294 123-173
R3 123-255 123-229 123-155
R2 123-190 123-190 123-149
R1 123-164 123-164 123-143 123-170
PP 123-125 123-125 123-125 123-128
S1 123-099 123-099 123-131 123-104
S2 123-060 123-060 123-125
S3 122-315 123-034 123-119
S4 122-250 122-289 123-101
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 126-166 125-291 123-280
R3 125-171 124-296 123-194
R2 124-176 124-176 123-165
R1 123-301 123-301 123-136 123-241
PP 123-181 123-181 123-181 123-150
S1 122-306 122-306 123-078 122-246
S2 122-186 122-186 123-049
S3 121-191 121-311 123-020
S4 120-196 120-316 122-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-177 123-060 0-117 0.3% 0-071 0.2% 66% False False 574,981
10 124-055 123-060 0-315 0.8% 0-068 0.2% 24% False False 540,953
20 124-055 123-050 1-005 0.8% 0-068 0.2% 27% False False 472,731
40 124-055 123-020 1-035 0.9% 0-058 0.1% 33% False False 238,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-108
2.618 124-002
1.618 123-257
1.000 123-217
0.618 123-192
HIGH 123-152
0.618 123-127
0.500 123-120
0.382 123-112
LOW 123-087
0.618 123-047
1.000 123-022
1.618 122-302
2.618 122-237
4.250 122-131
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 123-131 123-134
PP 123-125 123-131
S1 123-120 123-128

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

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