ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 123-050 123-130 0-080 0.2% 123-160
High 123-130 123-130 0-000 0.0% 123-170
Low 123-050 123-080 0-030 0.1% 123-040
Close 123-120 123-110 -0-010 0.0% 123-110
Range 0-080 0-050 -0-030 -37.5% 0-130
ATR 0-053 0-053 0-000 -0.5% 0-000
Volume 11,573 10,316 -1,257 -10.9% 44,376
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 123-257 123-233 123-138
R3 123-207 123-183 123-124
R2 123-157 123-157 123-119
R1 123-133 123-133 123-115 123-120
PP 123-107 123-107 123-107 123-100
S1 123-083 123-083 123-105 123-070
S2 123-057 123-057 123-101
S3 123-007 123-033 123-096
S4 122-277 122-303 123-082
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 124-177 124-113 123-182
R3 124-047 123-303 123-146
R2 123-237 123-237 123-134
R1 123-173 123-173 123-122 123-140
PP 123-107 123-107 123-107 123-090
S1 123-043 123-043 123-098 123-010
S2 122-297 122-297 123-086
S3 122-167 122-233 123-074
S4 122-037 122-103 123-038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-170 123-040 0-130 0.3% 0-052 0.1% 54% False False 8,875
10 123-190 123-040 0-150 0.4% 0-058 0.1% 47% False False 9,884
20 123-270 123-020 0-250 0.6% 0-051 0.1% 36% False False 6,058
Crabel Price Patterns
NR True
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 0-006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-022
2.618 123-261
1.618 123-211
1.000 123-180
0.618 123-161
HIGH 123-130
0.618 123-111
0.500 123-105
0.382 123-099
LOW 123-080
0.618 123-049
1.000 123-030
1.618 122-319
2.618 122-269
4.250 122-188
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 123-108 123-102
PP 123-107 123-093
S1 123-105 123-085

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

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