ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 124-127 124-157 0-030 0.1% 124-002
High 124-167 124-172 0-005 0.0% 124-167
Low 124-117 124-120 0-003 0.0% 123-295
Close 124-145 124-125 -0-020 -0.1% 124-145
Range 0-050 0-052 0-002 4.0% 0-192
ATR 0-071 0-069 -0-001 -1.9% 0-000
Volume 136,774 95,529 -41,245 -30.2% 4,875,157
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-295 124-262 124-154
R3 124-243 124-210 124-139
R2 124-191 124-191 124-135
R1 124-158 124-158 124-130 124-148
PP 124-139 124-139 124-139 124-134
S1 124-106 124-106 124-120 124-096
S2 124-087 124-087 124-115
S3 124-035 124-054 124-111
S4 123-303 124-002 124-096
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 126-032 125-280 124-251
R3 125-160 125-088 124-198
R2 124-288 124-288 124-180
R1 124-216 124-216 124-163 124-252
PP 124-096 124-096 124-096 124-114
S1 124-024 124-024 124-127 124-060
S2 123-224 123-224 124-110
S3 123-032 123-152 124-092
S4 122-160 122-280 124-039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-172 124-085 0-087 0.2% 0-051 0.1% 46% True False 674,496
10 124-172 123-217 0-275 0.7% 0-064 0.2% 83% True False 787,073
20 124-172 123-182 0-310 0.8% 0-071 0.2% 85% True False 679,080
40 124-172 123-162 1-010 0.8% 0-072 0.2% 86% True False 643,444
60 124-265 123-162 1-103 1.1% 0-071 0.2% 67% False False 572,163
80 124-265 123-162 1-103 1.1% 0-064 0.2% 67% False False 480,390
100 124-265 123-160 1-105 1.1% 0-057 0.1% 67% False False 384,341
120 124-265 123-160 1-105 1.1% 0-048 0.1% 67% False False 320,287
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-073
2.618 124-308
1.618 124-256
1.000 124-224
0.618 124-204
HIGH 124-172
0.618 124-152
0.500 124-146
0.382 124-140
LOW 124-120
0.618 124-088
1.000 124-068
1.618 124-036
2.618 123-304
4.250 123-219
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 124-146 124-134
PP 124-139 124-131
S1 124-132 124-128

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

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