ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 123-290 124-000 0-030 0.1% 123-180
High 124-015 124-042 0-027 0.1% 124-042
Low 123-287 123-310 0-023 0.1% 123-152
Close 123-315 124-025 0-030 0.1% 124-025
Range 0-048 0-052 0-004 8.3% 0-210
ATR 0-061 0-060 -0-001 -1.0% 0-000
Volume 792,039 618,666 -173,373 -21.9% 4,192,051
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 124-175 124-152 124-054
R3 124-123 124-100 124-039
R2 124-071 124-071 124-035
R1 124-048 124-048 124-030 124-060
PP 124-019 124-019 124-019 124-025
S1 123-316 123-316 124-020 124-008
S2 123-287 123-287 124-015
S3 123-235 123-264 124-011
S4 123-183 123-212 123-316
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 125-276 125-201 124-140
R3 125-066 124-311 124-083
R2 124-176 124-176 124-064
R1 124-101 124-101 124-044 124-138
PP 123-286 123-286 123-286 123-305
S1 123-211 123-211 124-006 123-248
S2 123-076 123-076 123-306
S3 122-186 123-001 123-287
S4 121-296 122-111 123-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-042 123-152 0-210 0.5% 0-070 0.2% 92% True False 838,410
10 124-042 123-060 0-302 0.8% 0-066 0.2% 94% True False 465,218
20 124-042 123-040 1-002 0.8% 0-064 0.2% 95% True False 237,144
40 124-042 123-020 1-022 0.9% 0-043 0.1% 95% True False 119,160
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 0-011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-263
2.618 124-178
1.618 124-126
1.000 124-094
0.618 124-074
HIGH 124-042
0.618 124-022
0.500 124-016
0.382 124-010
LOW 123-310
0.618 123-278
1.000 123-258
1.618 123-226
2.618 123-174
4.250 123-089
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 124-022 124-018
PP 124-019 124-011
S1 124-016 124-004

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

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