ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 14-Feb-2013
Day Change Summary
Previous Current
13-Feb-2013 14-Feb-2013 Change Change % Previous Week
Open 123-100 123-050 -0-050 -0.1% 123-060
High 123-100 123-130 0-030 0.1% 123-190
Low 123-040 123-050 0-010 0.0% 123-050
Close 123-050 123-120 0-070 0.2% 123-170
Range 0-060 0-080 0-020 33.3% 0-140
ATR 0-051 0-053 0-002 4.0% 0-000
Volume 12,214 11,573 -641 -5.2% 54,466
Daily Pivots for day following 14-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-020 123-310 123-164
R3 123-260 123-230 123-142
R2 123-180 123-180 123-135
R1 123-150 123-150 123-127 123-165
PP 123-100 123-100 123-100 123-108
S1 123-070 123-070 123-113 123-085
S2 123-020 123-020 123-105
S3 122-260 122-310 123-098
S4 122-180 122-230 123-076
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
5 123-190 123-040 0-150 0.4% 0-056 0.1% 53% False False 8,976
10 123-190 123-040 0-150 0.4% 0-061 0.2% 53% False False 9,069
20 123-270 123-020 0-250 0.6% 0-051 0.1% 40% False False 5,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124-150
2.618 124-019
1.618 123-259
1.000 123-210
0.618 123-179
HIGH 123-130
0.618 123-099
0.500 123-090
0.382 123-081
LOW 123-050
0.618 123-001
1.000 122-290
1.618 122-241
2.618 122-161
4.250 122-030
Fisher Pivots for day following 14-Feb-2013
Pivot 1 day 3 day
R1 123-110 123-108
PP 123-100 123-097
S1 123-090 123-085

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

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