ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 26-Mar-2013
Day Change Summary
Previous Current
25-Mar-2013 26-Mar-2013 Change Change % Previous Week
Open 123-265 123-277 0-012 0.0% 123-240
High 123-305 123-312 0-007 0.0% 123-317
Low 123-215 123-245 0-030 0.1% 123-232
Close 123-282 123-307 0-025 0.1% 123-277
Range 0-090 0-067 -0-023 -25.6% 0-085
ATR 0-070 0-070 0-000 -0.3% 0-000
Volume 570,827 594,579 23,752 4.2% 2,935,760
Daily Pivots for day following 26-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-169 124-145 124-024
R3 124-102 124-078 124-005
R2 124-035 124-035 123-319
R1 124-011 124-011 123-313 124-023
PP 123-288 123-288 123-288 123-294
S1 123-264 123-264 123-301 123-276
S2 123-221 123-221 123-295
S3 123-154 123-197 123-289
S4 123-087 123-130 123-270
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
5 123-312 123-215 0-097 0.2% 0-066 0.2% 95% True False 555,704
10 123-317 123-087 0-230 0.6% 0-073 0.2% 96% False False 582,810
20 124-055 123-060 0-315 0.8% 0-069 0.2% 78% False False 585,753
40 124-055 123-040 1-015 0.8% 0-064 0.2% 80% False False 355,033
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-277
2.618 124-167
1.618 124-100
1.000 124-059
0.618 124-033
HIGH 123-312
0.618 123-286
0.500 123-278
0.382 123-271
LOW 123-245
0.618 123-204
1.000 123-178
1.618 123-137
2.618 123-070
4.250 122-280
Fisher Pivots for day following 26-Mar-2013
Pivot 1 day 3 day
R1 123-298 123-292
PP 123-288 123-278
S1 123-278 123-264

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

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