ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 22-Mar-2013
Day Change Summary
Previous Current
21-Mar-2013 22-Mar-2013 Change Change % Previous Week
Open 123-247 123-282 0-035 0.1% 123-240
High 123-290 123-300 0-010 0.0% 123-317
Low 123-245 123-245 0-000 0.0% 123-232
Close 123-262 123-277 0-015 0.0% 123-277
Range 0-045 0-055 0-010 22.2% 0-085
ATR 0-070 0-069 -0-001 -1.5% 0-000
Volume 542,752 430,331 -112,421 -20.7% 2,935,760
Daily Pivots for day following 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-119 124-093 123-307
R3 124-064 124-038 123-292
R2 124-009 124-009 123-287
R1 123-303 123-303 123-282 123-288
PP 123-274 123-274 123-274 123-267
S1 123-248 123-248 123-272 123-234
S2 123-219 123-219 123-267
S3 123-164 123-193 123-262
S4 123-109 123-138 123-247
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-210 124-169 124-004
R3 124-125 124-084 123-300
R2 124-040 124-040 123-293
R1 123-319 123-319 123-285 124-020
PP 123-275 123-275 123-275 123-286
S1 123-234 123-234 123-269 123-254
S2 123-190 123-190 123-261
S3 123-105 123-149 123-254
S4 123-020 123-064 123-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-317 123-232 0-085 0.2% 0-068 0.2% 53% False False 587,152
10 123-317 123-085 0-232 0.6% 0-069 0.2% 83% False False 545,703
20 124-055 123-060 0-315 0.8% 0-071 0.2% 69% False False 623,616
40 124-055 123-020 1-035 0.9% 0-066 0.2% 72% False False 326,009
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 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-214
2.618 124-124
1.618 124-069
1.000 124-035
0.618 124-014
HIGH 123-300
0.618 123-279
0.500 123-272
0.382 123-266
LOW 123-245
0.618 123-211
1.000 123-190
1.618 123-156
2.618 123-101
4.250 123-011
Fisher Pivots for day following 22-Mar-2013
Pivot 1 day 3 day
R1 123-276 123-276
PP 123-274 123-275
S1 123-272 123-274

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

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