ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 123-110 123-150 0-040 0.1% 123-090
High 123-110 123-150 0-040 0.1% 123-150
Low 123-080 123-070 -0-010 0.0% 123-020
Close 123-080 123-090 0-010 0.0% 123-090
Range 0-030 0-080 0-050 166.7% 0-130
ATR 0-040 0-043 0-003 7.0% 0-000
Volume 9,190 2,170 -7,020 -76.4% 17,545
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-023 123-297 123-134
R3 123-263 123-217 123-112
R2 123-183 123-183 123-105
R1 123-137 123-137 123-097 123-120
PP 123-103 123-103 123-103 123-095
S1 123-057 123-057 123-083 123-040
S2 123-023 123-023 123-075
S3 122-263 122-297 123-068
S4 122-183 122-217 123-046
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-157 124-093 123-162
R3 124-027 123-283 123-126
R2 123-217 123-217 123-114
R1 123-153 123-153 123-102 123-155
PP 123-087 123-087 123-087 123-088
S1 123-023 123-023 123-078 123-025
S2 122-277 122-277 123-066
S3 122-147 122-213 123-054
S4 122-017 122-083 123-018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-150 123-020 0-130 0.3% 0-048 0.1% 54% True False 3,509
10 123-270 123-020 0-250 0.6% 0-044 0.1% 28% False False 2,233
20 123-280 123-020 0-260 0.7% 0-026 0.1% 27% False False 1,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-170
2.618 124-039
1.618 123-279
1.000 123-230
0.618 123-199
HIGH 123-150
0.618 123-119
0.500 123-110
0.382 123-101
LOW 123-070
0.618 123-021
1.000 122-310
1.618 122-261
2.618 122-181
4.250 122-050
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 123-110 123-095
PP 123-103 123-093
S1 123-097 123-092

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

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