ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 08-Feb-2013
Day Change Summary
Previous Current
07-Feb-2013 08-Feb-2013 Change Change % Previous Week
Open 123-150 123-170 0-020 0.1% 123-060
High 123-190 123-190 0-000 0.0% 123-190
Low 123-130 123-120 -0-010 0.0% 123-050
Close 123-170 123-170 0-000 0.0% 123-170
Range 0-060 0-070 0-010 16.7% 0-140
ATR 0-049 0-051 0-001 3.0% 0-000
Volume 13,382 10,822 -2,560 -19.1% 54,466
Daily Pivots for day following 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-050 124-020 123-208
R3 123-300 123-270 123-189
R2 123-230 123-230 123-183
R1 123-200 123-200 123-176 123-205
PP 123-160 123-160 123-160 123-162
S1 123-130 123-130 123-164 123-135
S2 123-090 123-090 123-157
S3 123-020 123-060 123-151
S4 122-270 122-310 123-132
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-237 124-183 123-247
R3 124-097 124-043 123-208
R2 123-277 123-277 123-196
R1 123-223 123-223 123-183 123-250
PP 123-137 123-137 123-137 123-150
S1 123-083 123-083 123-157 123-110
S2 122-317 122-317 123-144
S3 122-177 122-263 123-132
S4 122-037 122-123 123-093
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% 0-064 0.2% 86% True False 10,893
10 123-190 123-020 0-170 0.4% 0-056 0.1% 88% True False 7,201
20 123-280 123-020 0-260 0.7% 0-042 0.1% 58% False False 3,988
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-168
2.618 124-053
1.618 123-303
1.000 123-260
0.618 123-233
HIGH 123-190
0.618 123-163
0.500 123-155
0.382 123-147
LOW 123-120
0.618 123-077
1.000 123-050
1.618 123-007
2.618 122-257
4.250 122-142
Fisher Pivots for day following 08-Feb-2013
Pivot 1 day 3 day
R1 123-165 123-162
PP 123-160 123-153
S1 123-155 123-145

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

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