ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 123-160 123-130 -0-030 -0.1% 123-060
High 123-170 123-130 -0-040 -0.1% 123-190
Low 123-130 123-100 -0-030 -0.1% 123-050
Close 123-150 123-110 -0-040 -0.1% 123-170
Range 0-040 0-030 -0-010 -25.0% 0-140
ATR 0-050 0-050 0-000 0.0% 0-000
Volume 6,276 3,997 -2,279 -36.3% 54,466
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 123-203 123-187 123-126
R3 123-173 123-157 123-118
R2 123-143 123-143 123-116
R1 123-127 123-127 123-113 123-120
PP 123-113 123-113 123-113 123-110
S1 123-097 123-097 123-107 123-090
S2 123-083 123-083 123-104
S3 123-053 123-067 123-102
S4 123-023 123-037 123-094
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
5 123-190 123-100 0-090 0.2% 0-052 0.1% 11% False True 8,611
10 123-190 123-040 0-150 0.4% 0-053 0.1% 47% False False 7,731
20 123-280 123-020 0-260 0.7% 0-044 0.1% 35% False False 4,464
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-006
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 123-258
2.618 123-209
1.618 123-179
1.000 123-160
0.618 123-149
HIGH 123-130
0.618 123-119
0.500 123-115
0.382 123-111
LOW 123-100
0.618 123-081
1.000 123-070
1.618 123-051
2.618 123-021
4.250 122-292
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 123-115 123-145
PP 123-113 123-133
S1 123-112 123-122

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

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