ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 123-130 123-090 -0-040 -0.1% 123-160
High 123-130 123-140 0-010 0.0% 123-170
Low 123-080 123-080 0-000 0.0% 123-040
Close 123-110 123-090 -0-020 -0.1% 123-110
Range 0-050 0-060 0-010 20.0% 0-130
ATR 0-053 0-054 0-000 0.9% 0-000
Volume 10,316 11,387 1,071 10.4% 44,376
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 123-283 123-247 123-123
R3 123-223 123-187 123-106
R2 123-163 123-163 123-101
R1 123-127 123-127 123-096 123-120
PP 123-103 123-103 123-103 123-100
S1 123-067 123-067 123-084 123-060
S2 123-043 123-043 123-079
S3 122-303 123-007 123-074
S4 122-243 122-267 123-057
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
5 123-140 123-040 0-100 0.3% 0-056 0.1% 50% True False 9,897
10 123-190 123-040 0-150 0.4% 0-055 0.1% 33% False False 9,136
20 123-270 123-020 0-250 0.6% 0-054 0.1% 28% False False 6,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-075
2.618 123-297
1.618 123-237
1.000 123-200
0.618 123-177
HIGH 123-140
0.618 123-117
0.500 123-110
0.382 123-103
LOW 123-080
0.618 123-043
1.000 123-020
1.618 122-303
2.618 122-243
4.250 122-145
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 123-110 123-095
PP 123-103 123-093
S1 123-097 123-092

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

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