ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 19-Mar-2013
Day Change Summary
Previous Current
18-Mar-2013 19-Mar-2013 Change Change % Previous Week
Open 123-240 123-252 0-012 0.0% 123-130
High 123-317 123-317 0-000 0.0% 123-225
Low 123-235 123-232 -0-003 0.0% 123-085
Close 123-245 123-290 0-045 0.1% 123-207
Range 0-082 0-085 0-003 3.7% 0-140
ATR 0-070 0-072 0-001 1.5% 0-000
Volume 581,387 741,259 159,872 27.5% 2,521,272
Daily Pivots for day following 19-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-215 124-177 124-017
R3 124-130 124-092 123-313
R2 124-045 124-045 123-306
R1 124-007 124-007 123-298 124-026
PP 123-280 123-280 123-280 123-289
S1 123-242 123-242 123-282 123-261
S2 123-195 123-195 123-274
S3 123-110 123-157 123-267
S4 123-025 123-072 123-243
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-272 124-220 123-284
R3 124-132 124-080 123-246
R2 123-312 123-312 123-233
R1 123-260 123-260 123-220 123-286
PP 123-172 123-172 123-172 123-186
S1 123-120 123-120 123-194 123-146
S2 123-032 123-032 123-181
S3 122-212 122-300 123-168
S4 122-072 122-160 123-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-317 123-087 0-230 0.6% 0-080 0.2% 88% True False 609,916
10 123-317 123-060 0-257 0.6% 0-079 0.2% 89% True False 582,397
20 124-055 123-060 0-315 0.8% 0-072 0.2% 73% False False 564,881
40 124-055 123-020 1-035 0.9% 0-063 0.2% 76% False False 285,751
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-038
2.618 124-220
1.618 124-135
1.000 124-082
0.618 124-050
HIGH 123-317
0.618 123-285
0.500 123-274
0.382 123-264
LOW 123-232
0.618 123-179
1.000 123-147
1.618 123-094
2.618 123-009
4.250 122-191
Fisher Pivots for day following 19-Mar-2013
Pivot 1 day 3 day
R1 123-285 123-266
PP 123-280 123-242
S1 123-274 123-218

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

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