ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 123-100 123-150 0-050 0.1% 123-090
High 123-160 123-190 0-030 0.1% 123-150
Low 123-100 123-130 0-030 0.1% 123-020
Close 123-150 123-170 0-020 0.1% 123-090
Range 0-060 0-060 0-000 0.0% 0-130
ATR 0-048 0-049 0-001 1.7% 0-000
Volume 8,580 13,382 4,802 56.0% 17,545
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-023 123-317 123-203
R3 123-283 123-257 123-186
R2 123-223 123-223 123-181
R1 123-197 123-197 123-176 123-210
PP 123-163 123-163 123-163 123-170
S1 123-137 123-137 123-164 123-150
S2 123-103 123-103 123-159
S3 123-043 123-077 123-154
S4 122-303 123-017 123-137
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
5 123-190 123-050 0-140 0.4% 0-066 0.2% 86% True False 9,162
10 123-210 123-020 0-190 0.5% 0-061 0.2% 79% False False 6,305
20 123-280 123-020 0-260 0.7% 0-038 0.1% 58% False False 3,452
Crabel Price Patterns
NR False
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 0-005
Fibonacci Retracements and Extensions
4.250 124-125
2.618 124-027
1.618 123-287
1.000 123-250
0.618 123-227
HIGH 123-190
0.618 123-167
0.500 123-160
0.382 123-153
LOW 123-130
0.618 123-093
1.000 123-070
1.618 123-033
2.618 122-293
4.250 122-195
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 123-167 123-160
PP 123-163 123-150
S1 123-160 123-140

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

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