ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 123-282 123-265 -0-017 0.0% 123-240
High 123-300 123-305 0-005 0.0% 123-317
Low 123-245 123-215 -0-030 -0.1% 123-232
Close 123-277 123-282 0-005 0.0% 123-277
Range 0-055 0-090 0-035 63.6% 0-085
ATR 0-069 0-070 0-002 2.2% 0-000
Volume 430,331 570,827 140,496 32.6% 2,935,760
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-217 124-180 124-012
R3 124-127 124-090 123-307
R2 124-037 124-037 123-298
R1 124-000 124-000 123-290 124-018
PP 123-267 123-267 123-267 123-277
S1 123-230 123-230 123-274 123-248
S2 123-177 123-177 123-266
S3 123-087 123-140 123-257
S4 122-317 123-050 123-232
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
5 123-317 123-215 0-102 0.3% 0-070 0.2% 66% False True 585,040
10 123-317 123-085 0-232 0.6% 0-073 0.2% 85% False False 567,026
20 124-055 123-060 0-315 0.8% 0-068 0.2% 70% False False 612,740
40 124-055 123-020 1-035 0.9% 0-065 0.2% 74% False False 340,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125-048
2.618 124-221
1.618 124-131
1.000 124-075
0.618 124-041
HIGH 123-305
0.618 123-271
0.500 123-260
0.382 123-249
LOW 123-215
0.618 123-159
1.000 123-125
1.618 123-069
2.618 122-299
4.250 122-152
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 123-275 123-275
PP 123-267 123-267
S1 123-260 123-260

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

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